Microsoft acknowledged the issue in this Feedback Hub thread and promised a solution to be included starting with build 22567.
For the time being, you can also use this tool, which runs in background and tries to fiddle with windows styles to avoid the issue. I've been using it for quite some time and only some games bug out the task bar, but this can be fixed by hitting the Windows key once or twice to make the start menu pop up and close. After that the cursor makes it reappear as expected.