This still happens in 6.34 windows 10 64 bit.
I did some tests (sorry if the pictures take too much space!). I can reproduce this from time to time using a very short loop length and loop recording notes fast with an usb midi keyboard while monitoring a u-he synth like Zebra (the free Zebralette works too) that introduces latency. The same thing happens occasionally with regular length loops. "Preserve pdc delayed monitoring..." doesn't seem to have an effect.
When the stuck note happens Reaper seems to create a zero-length midi note at the start of a midi item. This may happen if the note is released exactly at the end of loop, but I'm not sure. This also happens with VSTi that don't introduce latency, but the note off is sent and shows in the midi monitor.
In the midi monitor, there is no note-off before the next note. This happens only during live playback (recording or monitoring), playing back the recorded midi works ok.
Here are the events for recorded midi before and after the loop change.
before
After