• Fortnite
• Rocket League
• Borderlands 2
• PlayerUnknown's Battlegrounds

This also happens with a few games that use other engines, including:

• Grand Theft Auto V
  Note: This only affects the Social Club Overlay. The game's software cursor works properly when f.lux software cursor is in use.
• Dying Light
  Note: This usually only affects the Steam overlay, though the game's software cursor does occasionally disappear while in the settings menu.

Another peculiar issue I've been running into is when running Java-based applications. Minecraft Java Edition in particular causes f.lux to flash to its daylight color profile before reverting back to its set night color profile upon closing the application. I have found that any applications that use JFrame can also cause this issue.

System Information:
Windows Version: 10.0.16299
F.lux Version: 4.66
Graphics: NVIDIA 23.21.13.8871: NVIDIA GeForce GTX 980 (20171215)

2 monitors

Generic PnP Monitor
Dimensions: 477 x 268
Year: 2017
Chroma:
R=0.645508 0.336914
G=0.328125 0.615234
B=0.146484 0.055664
W=0.313477 0.329102
sRGB gamut: 85%, AdobeRGB gamut: 60%

Generic PnP Monitor
Dimensions: 521 x 293
Year: 2015
Chroma:
R=0.641602 0.338867
G=0.315430 0.629883
B=0.159180 0.059570
W=0.312500 0.329102
sRGB gamut: 89%, AdobeRGB gamut: 63%