Some System.Windows.Forms.Cursors values are extremely tiny in high DPI modes
About half the cursors available in System.Windows.Forms.Cursors reference system icons that scale appropriately, while the other half do not.
At a glance of the source code on referencesource.microsoft.com, it would appear the offenders are those which use "___.cur" resource names rather than resource IDs.
Among the problem cursors include the hand (used by LinkLabel) and hsplit/vsplit (used by SplitContainer). As a result, these controls become very difficult to use on 4k screens using 300%+ DPI.
Drew Noakes commented
The effect can also be the opposite: On a Full-HD Screen with 200% DPI, the cursors become even larger as they should, appropriately twice as large!