That's also quite common in virtual machines. You just need to trap the cursor in a corner. Then, as long as you keep the mouse inside the window, both will be synchronized.

I haven't had them be synchronised even after doing that, the cursor inside the VM moved faster the host cursor. That's ok though, it'd be an issue if the cursor in the VM moved slower.

Edit: Just pressing the Lock Mouse button works very well. esc will remove the lock.

Same in Firefox but it's OK if you switch to full-screen mode.

Click "Lock mouse" button.