Cursor cannot load all supported file formats

**.NET Core Version:**
all .NET Core and Desktop Framework

**Have you experienced this same bug with .NET Framework?:**
Yes

**Problem description:**

Loading a cursor making use of alpha transparency by filename or stream does not work correctly when done through WinForms and produces a black cursor image (possibly the cursor mask instead of the actual cursor?)


WinForms is [using `IPicture` interop](https://source.dot.net/#System.Windows.Forms/System/Windows/Forms/Cursor.cs,4a07b3923561f20f) to load cursors instead of the win32 cursor API and its unclear if OLE simply doesn't support alpha transparency, or if WinForms is doing something wrong in the interop.

**Expected behavior:**

The rendering should match the builtin hand cursor Windows uses (since in fact its the same file). You can also work around the bug by doing manual interop and calling [LoadCursorFromFile](https://docs.microsoft.com/en-us/windows/win32/api/winuser/nf-winuser-loadcursorfromfilew). For streams this requires saving the stream to a file first, though.


**Minimal repro:**

Add a button and set the cursor to a file containing alpha transparency, for example the hand cursor distributed with Windows.

`button1.Cursor = new Cursor(Path.Combine(Environment.GetFolderPath(Environment.SpecialFolder.Windows), "Cursors\\aero_link.cur"));`