Think about the implications of 2 cursors:
It would be one thing to adapt the operating system to handle 2 cursors, but applications are another thing altogether.
Programs written 15 years ago for Windows 95 still have to run on Windows 7 today. Those applications make calls into the system to do things like:
* change the mouse cursor shape (crosshair, arrow, hourglass, etc.)
* set the mouse cursor position
* hide/show the cursor
would these apply to both cursors or the "main" cursor? That would be up to the OS because the app code was already written.
Even worse, consider apps that hilight items that are under the cursor. They figure out where "the" cursor is by asking the OS where it is. What if both cursors are over 2 parts of the same app? An old app can't magically know what to do.
My example was for Windows, but the same concept applies to MacOS or linux.
Finally the niche is just too small to make it worth the effort. How much more are you willing to pay for this support? Is it enought to move you from Windows to Mac (or linux)? Compared to the other 500 features on the todo list for the next Winodows OS, and considering some of the thorny issues, how likeley is this to ever make it to the top of the list.