Why ComboBox hides cursor when DroppedDown is set?

I got this issue on a Delphi application. As suggested here I just added SendMessage(ComboBox1.Handle, WM_SETCURSOR, 0, 0) after any DropDown event and it worked.

In fact I was able to resolve this issue in this way:

#region Dirty methods :)
#pragma warning disable 169
[DllImport("user32.dll", CharSet = CharSet.Auto, CallingConvention = CallingConvention.StdCall)]
public static extern void mouse_event(long dwFlags, long dx, long dy, long cButtons, long dwExtraInfo);

private const int MOUSEEVENTF_ABSOLUTE = 0x8000;
private const int MOUSEEVENTF_MOVE = 0x1;
private const int MOUSEEVENTF_LEFTDOWN = 0x02;
private const int MOUSEEVENTF_LEFTUP = 0x04;
private const int MOUSEEVENTF_RIGHTDOWN = 0x08;
private const int MOUSEEVENTF_RIGHTUP = 0x10;
#pragma warning restore 169
#endregion

private void button1_Click(object sender, EventArgs e) {
   Point oldCursorPos = Cursor.Position; // save pos
   Point a = comboBox1.Parent.PointToScreen(comboBox1.Location);
   a.X += comboBox1.Width - 3;
   a.Y += comboBox1.Height - 3;
   Cursor.Position = a;
   // simuate click on drop down button
   mouse_event(MOUSEEVENTF_LEFTDOWN | MOUSEEVENTF_LEFTUP, 0, 0, 0, 0);
   Cursor.Position = oldCursorPos; // restore pos
}

But it is not the solution I want :( It is rather a crutch but not a solution.

I was able to work around the problem like this:

comboBox1.DroppedDown = true;
Cursor.Current = Cursors.Default;