I think another part of it is being able to see what you're clicking on. You want cursor pixels near the click target because they can show you where you're clicking. But you also want the area around the target to be clear so you can see what you're clicking on. Putting all of the "show me where I'm clicking" pixels on one side leaves as much space free to see what you're clicking on as possible.
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Logo design credit goes to: tubbadu
https://en.wikipedia.org/wiki/Cursor_(user_interface)#Pointer
The pointer commonly appears as an angled arrow (angled because historically that improved appearance on low-resolution screens[14])
In the early days of Windows, it was semi-common for people to customize their cursors. You'd see some pretty weird and fun stuff sometimes.
I think Windows becoming the standard locked-down for work platform contributed to stifling that creative impulse in users.
Windows really had a character and fun to it for a brief window
Also there was a lot of mouse cursor shovelware and malware that would hijack your browser. The reason it went away is because everyone kept installing malware on their work computers and we had to shut that shit down. Corporate virus scanners contributed more to killing custom mouse cursors than Microsoft did.
The off center asymmetric design makes it easier to locate on screen as it does not blend into other background patterns as easily as a cross. I imagine that was the initial design idea.
Warning: This is a guess, don't take my comment as fact! :3
I think it's a relic from the past, because computers do images from left-to-right, top-to-bottom, so, since your mouse cursor is an image, the top-left corner is the origin. Maybe it was too much of a hassle to center the crosshair on the origin, and instead developers or designers came up with the arrow shape.
Since the arrow works fine, it became what's most commonly used nowadays. The crosshair and dot have a different meaning, for example there's a cross when resizing or dragging, and drawing programs usually use a dot or a tiny circle instead of the arrow.
That actually makes a ton of sense.
Thanks for giving me this idea :)