I’ve had a few occasions where notes would play indefinitely, either when selecting them or playing them. Only a quit and relaunch would stop it.
It turns out that my MIDI foot pedal was stuck “on”. 
Something to bear in mind.
I’ve also experienced this, but I don’t have a MIDI pedal. I’ve not had to exit the program, though, just switched to different mode or clicked on a measure in Write mode. It’s happened several times though, for no reason (sometimes just clicking on a note makes it continue to play without ending) – though it is rare. Still, there is no MIDI Off command available, and ESC doesn’t work, so one can only try several different things to try to get the thing to stop playing.
If you somehow get into this state (though personally I haven’t ever experienced this), you should be able to remedy it by just starting and stopping playback.