Try using this instead of print, which is buffered:
raiserror ('My Print Statement', 10,1) with nowait
Your inserts may be uncommitted until the cursor loop has completed, in which case you could still see some data using the NOLOCK query hint.
For fast, accurate and documented assistance in answering your questions, please read this article.
Understanding and using APPLY, (I) and (II) Paul White
Hidden RBAR: Triangular Joins / The "Numbers" or "Tally" Table: What it is and how it replaces a loop Jeff Moden