Here is my ~/.inputrc file:

set editing-mode vi
set show-mode-in-prompt on
set vi-cmd-mode-string "\1\eP\e[2 q\e\\\2"
set vi-ins-mode-string "\1\eP\e[6 q\e\\\2"
set keymap vi-insert
return: "\e\n"

How to reproduce:

1. Create a window, the cursor should show a vertical bar
2. Create another window, cursor shows a vertical bar too
3. Input "exit" then press Enter key, the second window will exit

Now you can see a block cursor in the first window, but it is expected to remain a vertical bar.