In order to have a consistent cursor theme you must select it from one of these apps and also run a command in Terminal. First, the command. This is the most important and you may not even need to change the cursor theme from those apps too.
sudo update-alternatives --config x-cursor-theme
Here is my example output:
|Cursor theme options|
|Dconf Editor - changing cursor theme|
Now, all you have to do is log off and on and you should see your new cursor. Tested on Ubuntu 15.04 and 15.10.
Source & more information: Ubuntu Forums, How do I change mouse cursors on Ubuntu 14.04? answers by grumblebum2. Distributed under CC-BY-SA 4.0.