the window really wants to lock your cursor in the middle, which is a bad thing if you have it in windowed mode as that makes it impossible to actually move the window. specifically grabbing the title bar makes the game try to drag your cursor into the center, moving the whole window off the bottom of the screen, where it's impossible to get it back without closing it completely.
The cursor should only be locked to the window if you click INSIDE the window, so excluding the title bar and edge (for resizing, speaking of resizing that would be a nice option to have as the window is absolutely tiny on a high DPI display).