The mouse cursor shows up a few seconds after I close a GUI (inventory, chest, pause menu, furnace, whatever)

What I expected to happen was...:
The mouse cursor not to show up after exit GUI's

What actually happened was...:
The mouse cursor shows up a few seconds after exiting from the GUI's with is very annoying.

Steps to Reproduce:
1. (My start up disk is full, I do not know if it matters. It seems like they just delete random files to make space but I am not sure)
2. Open Minecraft Launcher and choose version 1.8.5
3. Lauch Minecraft
4. Click on the little"+" which all Mac OS X windows have (the on on the top left corner with the "x" and "-") to enter full
screen (not the F11 one)
5. Go into a world or a server
6. Wait a few seconds
7. Mouse cursor appears