How to reporoduce:
Make a new project with a custom Actor, add two Print String nodes (or any other nodes) to an event that will be called (for example Event BeginPlay), place breakpoints on both the Print String nodes. Play in editor, the first breakpoint will be hit, press Stop Simulation, then instead of exiting Play mode the second breakpoint will be hit.
If you have multiple breakpoints in a real project this makes the stopping of the Play Mode not so quick.