When playing the game in DOSBox, it uses the arrow/wedge shaped cursor in conversation menus. In ScummVM it uses whatever cursor you had before the dialog opened.
The savegame in https://sourceforge.net/p/scummvm/bugs/6504/ can be used to test this.
Fixed in a05ec5ea9e8f2fae9f44e513a1b02c2c1d02ef75
Seems to be working.