1. Insert a VSTi, like Diva by u-he
2. Insert a midi item and a long note, leaving some space before the note
3. Play
4. When the note is playing, click the midi editor slightly before the note on the same pitch (triggers a preview and seeks playback).
Note preview and seeking when clicking empty track should be on for this to cause problems.
This doesn't cause a stuck note with all synths, seems like some automatically stop the first note if another of the same pitch is triggered.
I get this in the midi monitor:
EDIT: Reaper 6.38, WIN 10