FocusWriter isn’t a native Mac program, though. It is written in Qt, from what I can see, which is the same cross-platform toolkit we use to make Scrivener and Scapple for Windows (in theory we could make a Mac version of these!). It is indeed possible to set the cursor width in Qt, and this option remains available for Windows users.
Cross-platform software aside (which probably accounts for more software on your system that you might think), it is also possible for old software that hasn’t been updated to the modern Mac development toolkit to still exist, for older Mac projects that are still running deprecated functions, to use the old cursor, and for software that runs in a terminal emulator to be different, too. MacVim and Emacs, for example, or even Terminal.app itself, can still set a block cursor. Obviously these are not using the native Mac text engine though.
Further reference: