One of the things I've enabled for the next patch is to make the mouse visible in the pause menu (and all sub-menus, like the options menu), let's see if that works better!
I might end up tweaking the pause menu. I'm not entirely happy with the way it looks. I'll have to think about it.
Did it work fine on the Steam Deck? :D That's great news! I'm glad it works on so many devices!