that's bandicam doing it - it's a feature of the recording software they're using. they do that on purpose because it makes it nicer to watch (and lets you see all the double-clicking they're doing to move around)
if you want various mouse overlay apps for your own use:
https://pandateemo.github.io/YoloMouse/
http://www.swordsoft.idv.tw/mousetrack/
probably a lot more if you google around