I have this all the time, but don't remember seeing it in LR -- exactly where I run into it is not relevant here. What's happening internally is that an "event" is being lost: the pointer's entry into the area where it should become a double-headed arrow is noticed, but its exit from that area is not. As such, the problem is likely to be the responsibility of the windowing system, whether that's Windows or Mac OS X, though both the hardware performance and the other demands being made on it at the time are also relevant. I wouldn't hold your breath while waiting for a fix.