Thanks for your report.

This bug is being tracked already:
Issue 1657 – When cancelling connection, mouse cursor sometimes stay "busy"

I'm sending you an email with a development version of WinSCP to the address you have used to register on this forum.

I’m running the latest version of WinSCP (5.13.3 Build 8565) on a PC running Windows 8.1. My issue occurs when I currently have one remote session running. When I attempt to start a New Session that happens to be to a site that fails to connect, when I close the failed connection popup window, the cursor remains the hourglass icon, rather than going back to the standard arrow icon. This is therefore relatively annoying. I don’t remember this being a problem on earlier versions of WinSCP. I’ve created a short video showing the interaction in question.

I attempted to upload a mp4 video of the intereaction, but the website kept complaining that the file was empty (it wasn't). I therefore uploaded the video to my website: http://donretzlaff.com/misc/WinSCPinteraction.mp4