The mouse cursor can go off screen on Roblox if you have set the monitor scaling above the recommended limit. By default, the limit is set to 100% (depending on the display resolution).

Hello, Recently while playing a game I've came across a re-occurring bug that deals with the mouse courser. If you select any gear/item/weapon in-game your courser changes to a circular design/symbol, ...

Roblox’s Shift Lock function can be used to enhance the player’s field of view. ... pressing the “Shift” key in-game will replace the standard mouse cursor with a white circular crosshair.