This actually applies all throughout the game - it does a really bad job of 'refreshing' the cursor any time another panel or screen comes up, sticking with whatever last 'form' it was in.
Makes menu navigation really clunky.
As an aside, but possibly related, mouse wheel scrolling and tooltips are buggy and unreliable, notably on the build menu once it is more than a visible screen in length - the mousewheel will occasionally do nothing, and mousing over items on the list may or may not always immediately pop up a tooltip.
Similarly, if you keep your cursor on something that may have a tooltip change (eg, health of a unit in a group when resting a turn), the tooltip won't refresh without moving the mouse first.