A picture is worth a 1000 words 
. This is typical of what I am use to seeing. Could possibly be a firmware bug that is just a small timing issue. The mouse input in a soft client vs. a hardware zero client is very different so seeing different behavior is not surprising. This also is not specific to a 3D GPU backed desktop or a 2D based desktop.
I can get mine dialed back in by adjusting my zero client settings. From the login dialog of the zero client go to Options, User Settings, Mouse. Set the speed to the second lowest option. You will loose some range of motion but the mouse pointer will stay in sync with the window drag / on the title bar.
The lowest setting was two slow for me and the 3rd setting still left some delay.
WP