A couple days ago I installed macOS Sierra on my mac mini. Since then, when I delete a show from the Plex Media Player and the system notification window pops up (library update), the cursor shows in the UI. The only way to dismiss the cursor again is by moving the mouse then using the remote (or keyboard) to navigate the UI or pause the video, move the mouse, then resume playback.
For now I've disabled Plex Media Server notifications and will report back if that has any affect (I'm guessing it will not create the same issue with notifications disabled for PMS).