No, not at all. Anyone can change their X11 mouse cursor on any Linux distro. I use many different Mouse Cursor themes that are... Wild... to say the least. One of them is a laser gun that if left alone too long, begins to shoot at any static objects on the desktop.
First, open a terminal with the keyboard shortcut ctrl+alt+t
Paste in or type in:
sudo apt install gnome-tweaks
Once it is complete, you will find the app in your Zorin App menu. Open the menu and type "Tweaks" and it will show up.
Double click to open tweaks and from the options on the left, choose Mouse
On the right pane, you will see the cursor theme option.