I've been noticing this for a while now and it is kinda the reason why I use Auto Target in Lockdown even though I play better without it in the Arcade Clockwork runs. If you shoot you will noticed that the bullets travels slightly on the right side of the cursor. This can make aiming without Auto Target and moving while on the move very difficult to aim accurately.
You can see it easier with Antigua line guns since the bullets are skinnier. I've contact them earlier today about is issue and they sent me here to report it. I hope they see this post and fix it soon, so that aiming with guns with be a lot easier without Auto Target and shooting while on the move
It's not really a bug. Let me explain.
The cursor is above you. If you were in bird's eye, the bullets go straight towards your cursor.
Meh. Deal with it. Did you know guns have a small bit of AoE?
Sorry if this is the worst explanation you've ever heard but whatever.