Step to reproduce:
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1) Run the attached program.
2) Move the Frame towards right side of the screen. So that the mouse pointer be on the textarea showing text cursor.
3) Press F10 to highlight the "File" menu & open the menu item. Observe , once the "File" menu is seleted. Mouse cursor changes from text cursor to default cursor ( mouse grab).
4) Press "Enter" key so that "Open" menuitem gets selected & display a modal dialog. Observe once the modal dialog is visible, the mouse cursor which was default cursor changes to text cursor( looses the mouse grab).
or
You can press CTRL + O to display the modal dialog.
5) Move tha mouse pointer( text cursor) to any where on the textarea ,including scrollbar of the textarea. The mouse pointer remains the same ( text cursor ).
6) Click on the textarea or move the mouse pointer to other components in the frame ,the mouse pointer change to default cursor.

There is an scenario to reproduce the same.
1) Run the attached program.
2) Move the Frame towards right side of the screen. So that the mouse pointer be on the textarea showing text cursor.
3) click in the textfield. You will see mouse pointer to be a textcursor.
4) Press "Tab" key , so that focus can move on the button.
5) Press "space bar" , you will see a modal dialog , Observe that mouse pointer still remains to the text cursor.
6) Move the mouse pointer to any other components in the frame. the cursor changes to default cursor.

There is similar bug which is already fixed for the same kind of behaviour bug id 6412812. I tested this in Mustang b100.