According to one PC peripheral YouTuber, some of the best gaming mice on the market that use the latest sensors aren't sticking at the DPI they're set to (via MouseCast). At least, not when moved at a very slow speed.
An X user noted the problem a couple of years ago, pointing out the problematic feature in the firmware for some popular mouse sensors: the PixArt PAW3395, PAW3950, and PAW3399. Designed to prevent stationary cursor jitter, the 'DPI downshift' feature (as the X user phrased it) apparently works by throttling higher DPIs down to a lower one for when velocity is very low.
The potential problem with this is that one might intentionally be moving the mouse very slightly and very slowly, in which case the DPI will be lower than you've set it to and you'll get a slower movement than you might expect.
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