Windows cursor grabbing is bugged affecting bevy

Description

I am working with bevy and experiencing this issue. https://github.com/bevyengine/bevy/issues/22750
Bevy main branch.

If the debug print is showing that the cursor is not grabbed I expect the mouse to not act confined. It is not letting my mouse leave the window even though its not grabbed. I minimized the code for you.

The issue is not present on linux.

use std::time::Duration;

use bevy::{
    prelude::*,
    window::{CursorGrabMode, CursorOptions, PrimaryWindow, WindowFocused},
};

fn main() {
    App::new()
        .add_plugins(DefaultPlugins.set(WindowPlugin {
            primary_window: Some(Window { ..default() }),
            ..default()
        }))
        .add_systems(Update, (print_cursor, handle_focus_change))
        .run();
}

fn print_cursor(
    primary_cursor_options: Single<&mut CursorOptions, With<PrimaryWindow>>,
    mut time_since_last_print: Local<Duration>,
    time: Res<Time>,
) {
    *time_since_last_print += time.delta();
    if *time_since_last_print < Duration::from_secs(5) {
        return;
    }
    println!("grabbed: {:?}", primary_cursor_options.grab_mode);
    *time_since_last_print = Duration::ZERO;
}

fn handle_focus_change(
    mut focus_events: MessageReader<WindowFocused>,
    mut primary_cursor_options: Single<&mut CursorOptions, With<PrimaryWindow>>,
) {
    for event in focus_events.read() {
        if event.focused {
            println!("gained focus");
            primary_cursor_options.grab_mode = CursorGrabMode::Confined;
        } else {
            println!("lost focus");
            primary_cursor_options.grab_mode = CursorGrabMode::None;
        }
    }
}

Windows version

Version	10.0.26100 Build 26100
OS Name	Microsoft Windows 11 Pro

Winit version

0.30.12

Run the minimized Rust reproduction on Windows 11 with winit 0.30.12 first, using the CursorGrabMode and WindowFocused transitions shown in the issue. Trace the Windows-specific cursor-grab handling for the focus-loss path. Done means changing from Confined to None allows the pointer to leave the window, without regressing the reported Linux behavior.