Really obvious feature that is currently missing in last stable build.
I play/stream on twitch all games in windowed mode, and in X-COM, especially in battlescape mode, you really need that cursor lock feature for proper scrolling. UFO Extender had this option. Also, interesting fact, I tried 3rd party software which usually works with any game that doesn't have cursor lock feature, but for some reason, it doesn't work for OpenXcom, hence, I decided to post this issue.
~ TorNis