cursor grab no longer grabbed when mouse leave and enter

On X11 using Xmonad window manager:

minimal program: a winit window with cursor state set to grab:

fn main() {
    let mut events_loop = winit::EventsLoop::new();
    let window = winit::WindowBuilder::new().build(&events_loop).unwrap();
    window.set_cursor_state(winit::CursorState::Grab).unwrap();
    events_loop.run_forever(|event| {
        ControlFlow::Continue
    });
}

issue:
I run the program. (cursor is grabbed)
I leave the window with xmonad key.
I enter the window: cursor is not longer grabbed

to solve this issue and grab the cursor again I wrote: set cursor grab on mouse entered

fn main() {
    let mut events_loop = winit::EventsLoop::new();
    let window = winit::WindowBuilder::new().build(&events_loop).unwrap();
    window.set_cursor_state(winit::CursorState::Grab).unwrap();
    events_loop.run_forever(|event| {
        match event {
            winit::Event::WindowEvent { event: winit::WindowEvent::MouseEntered { .. }, .. } => window.set_cursor_state(winit::CursorState::Grab).unwrap(),
            _ => (),
        }
        ControlFlow::Continue
    });
}

That didn't solve anything. But then I wrote: set cursor state to normal and then to grab on mouse entered
and it works (cursor is grabbed again):

fn main() {
    let mut events_loop = winit::EventsLoop::new();
    let window = winit::WindowBuilder::new().build(&events_loop).unwrap();
    window.set_cursor_state(winit::CursorState::Grab).unwrap();
    events_loop.run_forever(|event| {
        match event {
            winit::Event::WindowEvent { event: winit::WindowEvent::MouseEntered { .. }, .. } => {
                window.set_cursor_state(winit::CursorState::Normal).unwrap();
                window.set_cursor_state(winit::CursorState::Grab).unwrap();
            },
            _ => (),
        }
        ControlFlow::Continue
    });
}

I think this is an issue and winit should grab the cursor again automatically on mouse entered.
If so I can look to make a PR.

No source file or test is named. Reproduce the minimal Rust program under X11 with Xmonad, then trace the cursor-grab handling around mouse leave and MouseEntered events. Done means a window configured with Grab automatically regains the grab after leaving and re-entering without the Normal-then-Grab workaround.