There is a way. Keep in mind, the cursor is rarely hidden in UI, because it could be very confusing for the user, unless the user knows what they are doing (for example yourself). If you navigate to Panel > Settings > Custom > Custom CSS, add this:
.pswp__container {
cursor: none !important;
}
The above will make the cursor invisible when it's over the main image area. Keep in mind, it will become visible if you hover it directly over buttons, like in the topbar or the left/right navigation buttons.
Also, before you do this, consider the negative effects it may have for normal visitors to your website. I'm sure you would agree, if the mouse pointer vanishes for the user, they could get very confused and easily want to leave the website. Perhaps just add it temporarily?
Or restrict the hidden cursor to only fullscreen mode (fullscreen button top right is clicked)?
.pswp:fullscreen .pswp__container {
cursor: none !important;
}