Good question. I can explain, partially, why this is not the case.
In the original implementation of RadWindow, the rwCloseButton opts to not use default pointer settings. Instead, when the mouse hovers over the area, the background of the button changes instead of the mouse pointer.
I didn't care much for the icon being displayed on the default RadWindow. As such, I applied this CSS:
background: url(./Icons/radwindow_close.png) no-repeat !important;
This CSS caused the icon to change to what I had desired, but removed the onhover:highlight button functionality. Now, without highlighting functionality, the mouse pointer looks weird. So, I applied this css:
which causes the mouse pointer to look as-expected in all browsers except Opera.
I'm assuming the solution is some sort of clear/reset CSS, but I am still new to learning the tricks of web development. :)