You may have often experienced that nasty "slow-motion" effect in a game menu. The game cursor is no way as fast as you want it to be. Check the picture below. There are two cursors there - your system cursor and a game-generated cursor. Though the last one looks pretty fancy, it is annoyingly slow trying to repeat moves of the system cursor.
This happens because of the transfer of data. Once you make a move with your system cursor, the signal goes to the server where it is processed and is sent back to your device making the game cursor repeat the move.
The are few tips on how to fix this:
For the Steam platform (you can also try in games from other gaming platforms) it can be fixed with the double pressing on Shift + Tab.
For the rest of cases, when the second cursor appears, press the combination - Control + Alt.