DPA currently only reports "FETCH API_CURSOR0000000000000608" for SQL cursors. This makes it difficult to determine what query is being iterated through and why it is performing slowly.
It would be better if DPA shows the actual query being run by the session, eg. using the following query:
select r.session_id, r.start_time, t.text, c.cursor_id, c.creation_time, c.properties, c.is_open, c.fetch_status, c.worker_time, c.reads, c.writes, c.dormant_duration, t.dbid, t.objectid
from sys.dm_exec_requests r
cross apply sys.dm_exec_cursors(r.session_id) c
cross apply sys.dm_exec_sql_text(c.sql_handle) t