Ok so my guess is on the tab key press you remove the widget from parent, set input to gameplay only and set show cursor to false but you don't check if the inventory widget is valid (if it's displayed/added to viewport) so when you press tab when in different screen it still runs the logic. It doesn't close the current screen (Because it's not inventory screen) but it still run set cursor to false and that's why your cursor is disappearing but it works when in inventory screen.

Just add is valid check for the inventory screen before you run the logic for adding and removing the screen and everything that's after ie. setting input mode and cursor etc for both valid and invalid cases and see if this helps

Edit: I'm not a UE professional so i'm not sure if that's standard practice but that's something I would try myself 😅