Terminal mode buffers do not implement Xterm control sequences to change cursor shape correctly

Describe the bug
According to the VIM documentation in terminal.txt under terminal-cursor-style:

By default the cursor in the terminal window uses a not blinking block. The
normal xterm escape sequences can be used to change the blinking state and the
shape. Once focus leaves the terminal window Vim will restore the original
cursor.

These control sequences are defined as follows (source: XTerm Control Sequences ):

CSI Ps SP q
          Set cursor style (DECSCUSR), VT520.
            Ps = 0  ⇒  blinking block.
            Ps = 1  ⇒  blinking block (default).
            Ps = 2  ⇒  steady block.
            Ps = 3  ⇒  blinking underline.
            Ps = 4  ⇒  steady underline.
            Ps = 5  ⇒  blinking bar, xterm.
            Ps = 6  ⇒  steady bar, xterm.

However, trying these in a terminal inside the GUI of MacVim does not work.

To Reproduce
Detailed steps to reproduce the behavior:

1. Run mvim --clean
2. Type :terminal to create a new terminal emulator buffer
3. Type any of the following commands and press enter:
   • printf '\e[1 q' should turn the cursor into a blinking block, which works;
   • printf '\e[2 q' should turn the cursor into a steady block, which works;
   • printf '\e[3 q' should turn the cursor into a blinking underline, instead the cursor turns invisible;
   • printf '\e[4 q' should turn the cursor into a steady underline, instead the cursor turns invisible;
   • printf '\e[5 q' should turn the cursor into a blinking bar, instead the cursor turns invisible;
   • printf '\e[6 q' should turn the cursor into a steady bar, instead the cursor turns invisible.

Expected behavior
The same steps executed in gvim on Kubuntu 18.04 all work as expected, changing the cursor shapes as prescribed by the definition of the control sequences cited above.

Environment (please complete the following information):

• Vim version

  :version
  VIM - Vi IMproved 8.2 (2019 Dec 12, compiled Sep 24 2021 14:13:28)
  macOS version - x86_64
  Included patches: 1-3455
  Compiled by GitHub Actions
  Huge version with MacVim GUI.  Features included (+) or not (-):
  +acl               +file_in_path      -mouse_sysmouse    +tag_binary
  +arabic            +find_in_path      +mouse_urxvt       -tag_old_static
  +autocmd           +float             +mouse_xterm       -tag_any_white
  +autochdir         +folding           +multi_byte        -tcl
  -autoservername    -footer            +multi_lang        +termguicolors
  +balloon_eval      +fork()            -mzscheme          +terminal
  +balloon_eval_term +fullscreen        +netbeans_intg     +terminfo
  +browse            +gettext           +num64             +termresponse
  ++builtin_terms    -hangul_input      +odbeditor         +textobjects
  +byte_offset       +iconv             +packages          +textprop
  +channel           +insert_expand     +path_extra        +timers
  +cindent           +ipv6              +perl/dyn          +title
  +clientserver      +job               +persistent_undo   +toolbar
  +clipboard         +jumplist          +popupwin          +transparency
  +cmdline_compl     +keymap            +postscript        +user_commands
  +cmdline_hist      +lambda            +printer           +vartabs
  +cmdline_info      +langmap           +profile           +vertsplit
  +comments          +libcall           +python/dyn        +virtualedit
  +conceal           +linebreak         +python3/dyn       +visual
  +cryptv            +lispindent        +quickfix          +visualextra
  +cscope            +listcmds          +reltime           +viminfo
  +cursorbind        +localmap          +rightleft         +vreplace
  +cursorshape       +lua/dyn           +ruby/dyn          +wildignore
  +dialog_con_gui    +menu              +scrollbind        +wildmenu
  +diff              +mksession         +signs             +windows
  +digraphs          +modify_fname      +smartindent       +writebackup
  +dnd               +mouse             -sodium            -X11
  -ebcdic            +mouseshape        -sound             -xfontset
  +emacs_tags        +mouse_dec         +spell             +xim
  +eval              -mouse_gpm         +startuptime       -xpm
  +ex_extra          -mouse_jsbterm     +statusline        -xsmp
  +extra_search      +mouse_netterm     -sun_workshop      -xterm_clipboard
  -farsi             +mouse_sgr         +syntax            -xterm_save
     system vimrc file: "$VIM/vimrc"
       user vimrc file: "$HOME/.vimrc"
   2nd user vimrc file: "~/.vim/vimrc"
        user exrc file: "$HOME/.exrc"
    system gvimrc file: "$VIM/gvimrc"
      user gvimrc file: "$HOME/.gvimrc"
  2nd user gvimrc file: "~/.vim/gvimrc"
         defaults file: "$VIMRUNTIME/defaults.vim"
      system menu file: "$VIMRUNTIME/menu.vim"
    fall-back for $VIM: "/Applications/MacVim.app/Contents/Resources/vim"
  Compilation: clang -c -I. -Iproto -DHAVE_CONFIG_H -DFEAT_GUI_MACVIM -Wall -Wno-u
  nknown-pragmas -pipe -DMACOS_X -DMACOS_X_DARWIN -g -O2 -arch x86_64 -arch arm64
  -D_REENTRANT -U_FORTIFY_SOURCE -D_FORTIFY_SOURCE=1 -Wall -Wextra -Wshadow -Werro
  r -Wno-error=missing-field-initializers -Wno-error=deprecated-declarations -Wno-
  error=unused-function
  Linking: clang -L. -fstack-protector-strong -L/usr/local/lib -L/usr/local/opt/li
  byaml/lib -L/usr/local/opt/openssl@1.1/lib -L/usr/local/opt/readline/lib -L. -fs
  tack-protector-strong -L/usr/local/lib -L/usr/local/opt/libyaml/lib -L/usr/local
  /opt/openssl@1.1/lib -L/usr/local/opt/readline/lib -arch x86_64 -arch arm64 -L/u
  sr/local/lib -o Vim -lm -lncurses -liconv /usr/local/lib/libintl.a -framework Ap
  pKit -fstack-protector -L/System/Library/Perl/5.18/darwin-thread-multi-2level/CO
  RE
  

• OS: macOS Catalina 10.15.7

• Terminal: GUI

Reproduce the issue with mvim --clean, then compare the behavior of the listed CSI Ps SP q sequences with gvim on a terminal buffer. Trace how MacVim handles terminal cursor-style sequences, focusing on why values 3–6 become invisible while 1–2 work. Done means blinking and steady underline and bar styles render correctly without regressing block styles.