I found what I think might be a bug, when you have a controller plugged in and you want to play with mouse and keyboard only the keyboard work the mouse doesn't even show up.
Thank you for reporting it to us. Actually, that is intended behaviour. We know it not a super elegant solution, but we did it to avoid having the cursor visible when playing with a controller. If we have time it would for sure be a good thing to improve on, so thank you :)