I'm seeing a couple things going on. Windows has some predefined mouse pointer constants. If an application uses one of these, then these mouse pointer settings take effect. If an application has it's own mouse pointers, then these mouse pointer settings do not take effect.
Not all Visual Studio mouse pointers work perfectly. For example, the arrow right does not get the correct color. Also, you can notice that Visual studio attempts to do it's own scaling and it looks bad compared to other predefined mouse pointers.
SlickEdit has a lot of custom mouse pointers. Qt has some predefined mouse pointers. Some of Qt's predefined mouse pointers map perfectly onto the Windows predefined mouse pointers and some do not. There are a few where SlickEdit could choose the predefined Qt version which maps to the Windows predefined mouse pointer (sizing ones). However, unless SlickEdit adds extra mouse pointer support for the Windows color and size changes, I don't think it's a good idea to make any changes. This is a slippery slope. Windows mouse pointers have many features and SlickEdit will always need some custom mouse pointers.