Relative mouse mode is not implemented on Windows in 1.10. It is not a feature that Windows provides. However, a solution is implemented on the development branch that emulates this mode on Windows (using a combination of raw mouse input and confined mode). This will be a feature of Panda3D 1.11.0.
Confined mode works fine for me on Windows 11. My mouse cursor cannot leave the window. Can you describe what you are seeing?