This is more or less a random effect. I haven't figured a 100% repeatable recipe, but this is how far I got:
1. Create new project (Blank, no name will do)
2. Add an audio track
3. Record a few seconds - silence will do.
4. Add a master bus and put the new multiband compressor in the effects bin. Add a band or two.
5. Assign the output of the audio track to the master bus.
Here's where the messing around starts.
Close the multiband compressor and re-open it by clicking on the middle of the bar in the FX bin.
Start Play in the transport controls. If the Stop button lights up, the fault hasn't happened, so stop the transport, click around and change some values in the MB compressor, possibly close and re-open it, then start play again.
After some messing around, I find the Stop button stays de-activated. Clicking on it will not stop play. Only closing the MB compressor will activate the stop button, allowing me to stop play.
Anyone able to reproduce this behavior?
Sometimes it happens the first time you try, usually it takes some patience.
I also notice sometimes the Stop button DOES activate, but with a bit of a hesitation.