Using NOMOUSE in the SDL version prevents you from using the mouse to open the advanced options menu with a right-click (and maybe it disables a few other features I didn't notice), but it doesn't make the mouse cursor actually disappear and, more importantly, it doesn't prevent it from scrolling the screen (I tried to disable it because I kept accidentally moving my mouse while typing, making the screen fly somewhere.)
Also, perhaps there should be a keybinding to open up the advanced options menu without having to use right-mouse. It isn't strictly necessary, since all its options can be accessed elsewhere, but it's nice.