Environment

Windows build number: Microsoft Windows [Version 10.0.18363.535]
Windows Terminal version (if applicable): NA

Any other software? No

Steps to reproduce

After setting the cursor shape in Properties->Terminal, hiding and then showing the cursor by setting Console.CursorVisible to false and then true causes the cursor shape to be restored to the legacy style in console host.

The following simple C# program can show the problem:

using System;
using System.Text;

namespace cursorShape
{
    class Program
    {
        static void Main(string[] args)
        {
            const string prompt = "PROMP> ";
            StringBuilder sb = new StringBuilder();
            int top = Console.CursorTop;

            Console.OutputEncoding = Encoding.UTF8;
            Console.Write(prompt);

            while (true)
            {
                var key = Console.ReadKey();
                if (key.Key == ConsoleKey.Q)
                {
                    break;
                }

                sb.Append(key.KeyChar);

                Console.CursorVisible = false;   // Hide the cursor before rewriting
                Console.SetCursorPosition(0, top);
                Console.Write($"{prompt}{sb}");
                Console.SetCursorPosition(Console.CursorLeft, top);
                Console.CursorVisible = true;    // Show the cursor afterwards
            }
        }
    }
}

Expected behavior

Setting Console.CursorVisible should not revert the cursor shape.

Actual behavior

The cursor shape gets reverted from Solid Box to the legacy style (Underline):

Related issues

409 and #1145 and https://github.com/PowerShell/PSReadLine/issues/903

Those 2 issues were reported in the PowerShell+PSReadLine context. PSReadLine depends on Console.CursorVisible to hide and show the cursor during rendering, so the cursor shape gets reverted.