You mean before you start your app? (as in opposite to, when your app is paused)?
That is normal behaviour.(for all platforms)
Older versions of Lazarus did not disable "run to cursor", but it did not work anyway.
"Run to cursor" is not exactly what you may expect.
It only works within a given procedure.
It stops at the cursor line, if and only if the line is reached in the same stack frame in which you started "Run to cursor".
(It also stops, if the current function is exited without the line having been reached)
If you have not yet started the debugger, then there is no current function, so it does not work (it would do the same as just "run")
For what you probably want to do, just set a breakpoint (F5) and run (F9)