The crosshair is meant to compensate for inaccuracies in the Wiimote pointer compared to an NES Zapper. The inaccuracies come about in part because pointing at a sensor bar that has to estimate the size of your display is naturally not going to work as well as pointing at the screen.
Since the Zapper is a lightgun that can simply point at compatible screens (there might be a mod for LCD tellies out there, don't remember) you can simply aim down the sight, while doing that with a Wiimote will put your shots wide every time. Hence the crosshair.
If you really don't like the crosshair, you should try pressing buttons that aren't used by the Zapper controller. I admit I don't use (v)Wii for emulation ever since I got a Wii U years ago.