I am using Current Line Highlighting with No Box. When typing in a document, artefacts from the highlight are left behind in the margins, and highlights do not extend on the line I’m currently typing in (see screenshot.)
I’m getting this too. It is perhaps a minor cosmetic problem, but it can be a tad annoying.
I’ve tried to replicate this and I can’t… (High Sierra 10.13.2 MacBook 12", in a fixed width editor, highlight box off)
Which version of macOS are you using?
Further information:
It happens when I’m typing at the top of the screen, and the cursor goes to a different line. It does not happen when I’m typing at the bottom of the screen. I do not use typewriter scrolling.
Yes, it can be classified as bug, cosmetic, annoying, mildly. 
That extra info (typing at the top of the screen) helped — yes, I can replicate it too now.
Hmm, I think I need to get rid of the option to get rid of the box to avoid this.
Or you could leave it as-is since it’s only a minor cosmetic issue. Or you could not draw the highlight into the margins at all! Your choice. 
Just picked up Ulysses (again) and decided it doesn’t meet my long-form writing needs (again) so whatever you decide is fine…
All fixed in 3.0.2. Thank you!!!