As far as i know, photoshop cs3 was the last version to have that feature without having to change any settings.
In photoshop cs4 and newer, one needs to disable Use Open GL Drawing or Use Graphics Processor in order to see the source Crosshair in the clone source document when cloning from one document to another.
So, first turn off Use Graphics Processor in Edit>Preferences>Performance, (windows) or Photoshop CC>Preferences>Performance (mac) restart photoshop, then open your two documents and you should now be able to see the trailing Crosshair in your source document.
I'm sure users have complained to adobe, but it certainly wouldn't hurt to remind them of the problem over here:
Photoshop Family Customer Community