Since you’re on version 1.4.2, please update to the latest version (1.5.5) first and retest.
For the VcXsrv setup specifically, I don’t have confirmed solutions in our forum. Could you share if other Electron-based applications work correctly with window decorations in your setup?
You can also try deleting the Cursor config directory at ~/.config/Cursor to reset window settings (this worked for another user)
If the issue persists, please let us know your exact VcXsrv configuration settings and whether other Electron apps work correctly with window decorations.