What Browser are you using?
I find that there are some issues with IE9 and CKEditor, v3.6.3 was the first update CKEditor did for IE9 compatibility, but there are still issues with it.
I have tried reproducing this in Fire Fox and Safari and have not been able to.
If using IE9, maybe try setting IE 9 to work in compatibility mode.
use F12 to open the developer tool panel where you set IE 9 to work in IE 8 mode.