For Windows, uninstall doesn’t really do much. You must manually delete ton of stuff. Cursor guys really needs to improve this behavior.
You need to delete following folders:
%USERPROFILE%\AppData\Local\Programs\cursor*
%USERPROFILE%\AppData\Local\Cursor*
%USERPROFILE%\AppData\Roaming\Cursor*
%USERPROFILE%\cursor*