Only use a transparent cursor on Windows when connected via RDP
VMware relies on the cursor being set to NULL to optimize relative mouse motion for games.
We should also revisit whether current RDP works better with a NULL cursor or a transparent cursor.
Fixes https://github.com/libsdl-org/SDL/issues/13700
(cherry picked from commit dac6af4ba6815fd88364820c48f55c878575d5bf)