it's simply appearance, that's all.
Windows NT 3.1 used the same, identical cursor as Win31, and it never got changed, except in 2000, when they added an extra pixel at the tip to make it "sharp"
yeah, xpee sucks ass, but the underlying kernel shares NO SIMILARITY to Windows 9x, other than API support. there is no DOS in NT, even though an entire UNIX layer can be added (I've heard that it improves the stability)