This has been a LONG-standing issue for maybe a year or two now. Still exists in Cubase 9.
Pressing play in your project, inputting some MIDI data from a controller, then triggering Retrospective Record from a keyboard shortcut seems to sometimes produce glitched parts, but only temporarily until you mouse over them or zoom the project window.
This happens almost every time I trigger Retrospective Record, but not always. I don’t know what causes it.
See screenshot for example.
iMac i7 3.5GHz quad-core, 32GB RAM, NVIDIA GeForce GTX 780M 4096 MB graphics, on built-in display