Seems to be some cursor themes that do it that way, like this one for example: https://store.kde.org/p/2103612

Yes, its possible to check. Data has to be sent through some connection, and we are able to monitor all traffic going through connections we control. Its not happening on wifi and not on 4G/etc. So unless there is some other connection that is not a real issue.

Arent they owned by a Chinese company these days?

Which model? Currently searching for one, and that sounds bearable