When the RadRibbonSplitButton fires the command everything works fine.

When the RadMenuItem inside the RadRibbonSplitButton.DropDownContent fires the same command, the "this.Cursor = Cursors.Wait;" inside the method has no effect.
The Cursor doesn't change.

See the attached sample application

Decline Reason: This behavior is expected and it comes from the WPF native Popup element which hosts the button's DropDownContent. Basically, when the split button is clicked and the Window Cursor is changed, the mouse is over the window before the application freezes and you can see that it is changed. On the other hand due its specifics the Popup is not placed directly in the Window (it is rendered into a separate visual tree) and when the Window's cursor is changed, you won't see it because the mouse is not over the Window. So, the application freezes before the mouse gets over the window. You can resolve this by setting the Popup Cursor property or the static Mouse.OverrideCursor property.