The purpose of switching to the cross when you hold down Control is to help indicate that you are in a different mode. Currently there is no option for turning off the crosshair, however, there is an option to turn off Ctrl+Click creating multiple cursors (needed for people on laptops where you can bump the touchpad while hitting control) Tools > Options... > Editing > Cursor Movement
Do you normally use the mouse to create multiple cursors, or do you also use the keyboard shortcuts?
(Ctrl+Alt+Shift+Up/Down and Ctrl+Shift+|) I find these much easier to use than Ctrl+Click, the second one is easy to remember because vertical bar looks like a cursor.