Clever. I really like the dodge around the "how this works" button.
What the site almost certainly does is hide the real cursor and display a "ghost" cursor that it then can move arbitrarily. Once you approach the edge of the site, the illusion breaks down, because your cursor will reappear when the real, not the fake, cursor leaves the site.
It was a bit more obvious for me because my default cursor looks different from the graphic the site uses for their "ghost".
With a user gesture (which the click on the button would be), the site can also take a pointer lock: https://mdn.github.io/dom-examples/pointer-lock/
(but this shows a browser-controlled "this site is controlling your pointer" message).
What the site almost certainly does is hide the real cursor and display a "ghost" cursor that it then can move arbitrarily. Once you approach the edge of the site, the illusion breaks down, because your cursor will reappear when the real, not the fake, cursor leaves the site.
It was a bit more obvious for me because my default cursor looks different from the graphic the site uses for their "ghost".
With a user gesture (which the click on the button would be), the site can also take a pointer lock: https://mdn.github.io/dom-examples/pointer-lock/ (but this shows a browser-controlled "this site is controlling your pointer" message).