I miss this behavior all the time when using Windows. I recently discovered that Windows actually has a setting to enable this behavior, but it's up to each individual application to check for the setting and implement the behavior. And as far as I can tell, literally no one does.
On a similar note, I get annoyed with how Excel won't show the highlighted row or cell when moving focus to another window. Sometimes I want to look at that specific row while using another program, and it's hard to find the data that was just highlighted when that disappears. I don't for the life of me understand what problem that behavior is supposed to help with.
does the mouse cursor disappear when not being moved? does the text in a terminal disappear when not being edited?
seems like dual function elements where one function is indication should be exempt...