Another method of marking a graph that doesnt involve cursors (is there a limit to the number of cursors/ overhead of using cursors?) is to use a second plot which is a thin bar chart. Fore each value you wish to not mark give it a 0 or nan then for each value of plot 1 you wish to mark give it a real value (either a max y value or a value equal to the value from plot 1 you wish to mark).
Show the Cursor Legend. Pop up on the cursor name in the Legend box. The select Attributes >> Cursor Style... A vertical only styple is available.