This is a bug in 1.8.1 when the Playmaker window is in the same tab group as the Game View. There are some inconsistencies across Unity versions in how the editor handles EditorWindow OnFocus events, causing this issue.
The bug is fixed in 1.8.2, coming soon. In the meantime, either move Playmaker to a different tab group, or make sure to re-select the selected State after you stop playing. Sorry for the inconvenience!