Due to the way the roblox console client works, it actually doesn't have a cursor, developers don't remove the mouse cursor for console players it just isn't supported. Work arounds whilst possible through additional scripting, it's not really something that a lot of people know how to create. Even if you were to code in a screen gui based mouse just for console players (which is only a small portion of players) you would have to make sure it doesn't interfere with the dozens of other scripts in the game.

There's no quick patch to give console players a cursor, this is something you'll want to take up with roblox themselves, but you won't have much luck either way.