When you set bShowMouseCursor to false in a Standalone or packaged game while Default Viewport Mouse Lock Mode is set to either Always Lock or Lock on Capture, the cursor will become locked in place. This can be worked around by setting the Default Viewport Mouse Lock Mode to Do Not Lock but also allows for the cursor to leave the window.
Please note that this is specific to 4.14 and currently does NOT occur in 4.15 but should be considered for a 4.14.1 hotfix.
Regression?: Yes
This did not occur in 4.13.2-3172292+++UE4+Release-4.13
This does occur in 4.14.0-3195953+++UE4+Release-4.14
This does NOT occur in: //UE4/Dev-Main/ CL# 3200526
Head over to the existing Questions & Answers thread and let us know what's up.