We need a manual call to SetCursor when we switch from SW to HW rendering and
the other way round. This way we display the new cursor after removing the old
one.
In addition, we only update the internal state for the VCP's sprite. This way,
when we switch back to HW rendering the state is up-to-date and wasn't
overwritten with the other sprite's state.
The second part is a hack. It would be better to keep a state for each sprite,
but then again we don't have hardware that can render multiple cursors so we
might as well do with the hack.