I could finally solve the problem!
So what I did to apply my preferred cursor theme (Simple-and-Soft) with system-wide scope was:
(1) xfce4-mouse-settings/Theme: I chose: Default
(2) /usr/share/icons/default/index.theme: In this file I wrote 2 lines containing the following content:
[Icon Theme]
Inherits=Simple-and-Soft
(3) /etc/lightdm/lightdm-gtk-greeter.conf: In this file I changed one line to: cursor-theme-name = Simple-and-Soft
(4) /usr/share/icons/Simple-and-Soft/cursors/: First, I made a backup of that directory. Second, I looked up which cursors are used by a more comprehensive cursor theme (e.g. Breeze) than the one I prefer to use (Simple-and-Soft). Third, for each cursor that is provided by the more comprehensive cursor theme (Breeze) but not my preferred cursor theme (Simple-and-Soft) I created a link (in /usr/share/icons/Simple-and-Soft/cursors/) that points to an appropriate cursor of my preferred theme. For example: Breeze provides a cursor with the name “wait” but Simple-and-Soft does not. But Simple-and-Soft provides a cursor with the name “watch” that I find appropriate also as a wait cursor. So I created a link using the following command:
# command structure: ln -s [TARGET] [LINK_NAME]
ln -s watch wait
(5) System restart.
See also: Cursor themes - ArchWiki
I used a bash file with the following content to create the links (you might want to create different links):
#!/bin/bash
ln -s left_ptr_watch 08e8e1c95fe2fc01f976f1e063a24ccd
ln -s hand 9d800788f1b08800ae810202380a0822
ln -s question_arrow 1081e37283d90000800003c07f3ef6bf
ln -s question_arrow 3085a0e285430894940527032f8b26df
ln -s left_ptr_watch 00000000000000020006000e7e9ffc3f
ln -s hand 9081237383d90e509aa00f00170e968f
ln -s question_arrow a2a266d0498c3104214a47bd64ab0fc8
ln -s question_arrow alias
ln -s fleur all-scroll
ln -s left_ptr arrow
ln -s top_right_corner bottom_left_corner
ln -s top_left_corner bottom_right_corner
ln -s arrow_up bottom_side
ln -s fleur cell
ln -s left_ptr center_ptr
ln -s crossed_circle circle
ln -s hand closedhand
ln -s hand color-picker
ln -s sb_h_double_arrow col-resize
ln -s question_arrow context-menu
ln -s fleur cross
ln -s fleur crosshair
ln -s left_ptr default
ln -s question_arrow dnd_copy
ln -s hand dnd_move
ln -s crossed_circle dnd-no-drop
ln -s hand dnd-none
ln -s arrow_up down-arrow
ln -s question_arrow draft
ln -s sb_h_double_arrow e-resize
ln -s sb_h_double_arrow ew-resize
ln -s hand fcf21c00b30f7e3f83fe0dfd12e71cff
ln -s crossed_circle forbidden
ln -s hand grab
ln -s hand grabbing
ln -s left_ptr_watch half-busy
ln -s sb_h_double_arrow h_double_arrow
ln -s question_arrow help
ln -s xterm ibeam
ln -s sb_h_double_arrow left-arrow
ln -s question_arrow left_ptr_help
ln -s sb_h_double_arrow left_side
ln -s top_right_corner ne-resize
ln -s top_right_corner nesw-resize
ln -s crossed_circle no-drop
ln -s crossed_circle not-allowed
ln -s arrow_up n-resize
ln -s arrow_up ns-resize
ln -s top_left_corner nw-resize
ln -s top_left_corner nwse-resize
ln -s hand openhand
ln -s hand pencil
ln -s fleur plus
ln -s hand pointer
ln -s hand pointing_hand
ln -s left_ptr_watch progress
ln -s sb_h_double_arrow right-arrow
ln -s left_ptr right_ptr
ln -s sb_h_double_arrow right_side
ln -s arrow_up row-resize
ln -s arrow_up sb_v_double_arrow
ln -s top_left_corner se-resize
ln -s fleur size_all
ln -s left_ptr size-bdiag
ln -s top_right_corner size_bdiag
ln -s left_ptr size-fdiag
ln -s top_left_corner size_fdiag
ln -s left_ptr size-hor
ln -s sb_h_double_arrow size_hor
ln -s left_ptr size-ver
ln -s arrow_up size_ver
ln -s sb_h_double_arrow split_h
ln -s arrow_up split_v
ln -s arrow_up s-resize
ln -s top_right_corner sw-resize
ln -s fleur tcross
ln -s xterm text
ln -s left_ptr top_left_arrow
ln -s arrow_up top_side
ln -s arrow_up up-arrow
ln -s arrow_up v_double_arrow
ln -s xterm vertical-text
ln -s watch wait
ln -s question_arrow whats_this
ln -s sb_h_double_arrow w-resize
ln -s move zoom-in
ln -s move zoom-out
Now /usr/share/icons/Simple-and-Soft/cursors/ contains much more:
00000000000000020006000e7e9ffc3f
00008160000006810000408080010102
028006030e0e7ebffc7f7070c0600140
03b6e0fcb3499374a867c041f52298f0
08e8e1c95fe2fc01f976f1e063a24ccd
1081e37283d90000800003c07f3ef6bf
14fef782d02440884392942c11205230
2870a09082c103050810ffdffffe0204
3085a0e285430894940527032f8b26df
3ecb610c1bf2410f44200f48c40d3599
4498f0e0c1937ffe01fd06f973665830
5c6cd98b3f3ebcb1f9c7f1c204630408
6407b0e94181790501fd1e167b474872
640fb0e74195791501fd1ed57b41487f
9081237383d90e509aa00f00170e968f
9d800788f1b08800ae810202380a0822
a2a266d0498c3104214a47bd64ab0fc8
alias
all-scroll
arrow
arrow_up
b66166c04f8c3109214a4fbd64a50fc8
based_arrow_up
bottom_left_corner
bottom_right_corner
bottom_side
c7088f0f3e6c8088236ef8e1e3e70000
cell
center_ptr
circle
closedhand
color-picker
col-resize
context-menu
copy
cross
crossed_circle
crosshair
d9ce0ab605698f320427677b458ad60b
default
dnd-copy
dnd_move
dnd-no-drop
dnd-none
down-arrow
draft
e29285e634086352946a0e7090d73106
e-resize
ew-resize
fcf1c3c7cd4491d801f1e1c78f100000
fcf21c00b30f7e3f83fe0dfd12e71cff
fleur
forbidden
grab
grabbing
half-busy
hand
hand1
hand2
h_double_arrow
help
ibeam
left-arrow
left_ptr
left_ptr_help
left_ptr_watch
left_side
link
move
ne-resize
nesw-resize
no-drop
not-allowed
n-resize
ns-resize
nw-resize
nwse-resize
openhand
pencil
pirate
plus
pointer
pointing_hand
progress
question_arrow
right-arrow
right_ptr
right_side
row-resize
sb_h_double_arrow
sb_v_double_arrow
se-resize
size_all
size-bdiag
size_bdiag
size-fdiag
size_fdiag
size-hor
size_hor
size-ver
size_ver
split_h
split_v
s-resize
sw-resize
tcross
text
top_left_arrow
top_left_corner
top_right_corner
top_side
up-arrow
v_double_arrow
vertical-text
wait
watch
whats_this
w-resize
xterm
zoom-in
zoom-out