It's radio interference and how OS X handles it and Logitech handle it. since one of the tags by the OP is "bluetooth" I think it's safe to say that a Logitech BT mouse is in use here.
Bluetooth is a wireless technology standard for exchanging data over
short distances (using short-wavelength UHF radio waves in the ISM
band from 2.4 to 2.485 GHz)
You know what else uses 2.4Ghz spectrum of wireless?
WiFi and the Logitech Unifying Receiver
I had a Logitech MX Master BT mouse that worked perfectly on Windows 10 on a Surface Pro 3. On my iMac on the exact same desk, the mouse lagged. All I did was switch from SP3 to iMac and the issues showed up. I have the same problem with the unifying receiver as well, though not as bad. It works perfectly on Win10, but lags on Mac. It has been documented on Logitech forums.
When I was researching it, it came down to a driver and how either Apple or Logitech had to do something to fix the BT connectivity issue. I didn't save the link, but when I get time, I will re-search again for it and post it here. So basically, it's something the hardware manufacturer has to address. There's nothing outside of getting a different BT mouse from a different manufacturer that will fix the problem.