This is a limitation in the X server: it can only have the cursor on one physical X screen at a time. However, I wouldn't really expect the cursor to jump from one screen to another, but if it does, that's also an X server bug. The driver has very little control over where the cursor appears. It just takes orders from the X server and tells the hardware to move, hide, & show the cursor when its told to. I would suggest bringing this issue up at email@example.com
If you set up TwinView cloning between two of the screens, then at least those two will show the cursor. Also, it will be faster if you do it that way because each Xinerama screen adds overhead.