Did you record sustain pedal events?
If so, this totally happens to me if I pause in the middle of the phrase, before an up pedal event has happened, the note sustains. Just like a real piano.
I don't have a problem with this behavior, although I suppose an argument could be made that sustain pedal events should be treated like "zero controllers on stop" or whatever that preference setting is.
On the other hand, if it is sustaining because somewhere a MIDI note-off has been ignored... that's a different issue.