Hello,

Yes there is one (partially). The old but still functional AniFX has the Tools > Batch Process function with which a loaded .ani/.cur can be exported in various formats, among which PNG.

I write partially because what AniFX does is to export the animated cursor as separate frames PNG files, not as a strip. The Aniutil (or Animstrip) utility, neither of which included with CursorFX even if it is stated Aniutil is, should be able to create the PNG strip file to use with CursorFX. I mean, as long as you can locate either of them, of course, which it is not my case.