Thanks to everybody, at least now I know I'm not the only one with the problem.

@Beepster
Thanks for your support. Unfortunately it happens with X1a parch applied, latest video driver on Nvidia GFX 460 and ATI 5790 and also without the velocity pane enabled.

@Paul P
I think that the stuck scrub mode is not a bug. The scrub mode is not a "while pressed" function but the scrub tool is activated when you press J. Then you need to reselect another tool, like the star for instance, to deactivate it.
Honestly I don't understand why they removed the scrub tool button like it was in 8.5 so that now I can activate it only with keyboard.