This has happened to me VERY frequently with the pet window, dismantle window and a few times in the gems tab of the character window. When I click on, for example, a pet from my pet window, the pet icon will automatically stick onto my cursor. The only way to get it removed from my cursor is to close the window and open it back up again. This does not always work and has not worked for me for Dismantle and Gems. If it stays stuck, I have to swap characters and come back or close the game. This makes it very frustrating as it basically bricks the dismantle window when it happens until you do one of the previously mentioned fixes.
EDIT**
This is now also happening with the chat font slider, cannot get it to fix unless I restart the game or swap characters.