I have multiple monitors and I'm playing on Full Screen. I generally play in Windowed mode, but neither mode "locks" the mouse in the game, which prevents me from scrolling the side of the screen. Whenever there's a dialogue, it unlocks the mouse even in Full Screen. The only way to lock the mouse is to click the game in the taskbar each time. So everytime there's a dialogue, I have to click back to the taskbar each time.

 

Really annoying...

I have the same issue, usually Alt+Tab two times solves the problem, but I agree sometimes it turns a bit annoying

is this after the 1.03 patch? it should have fixed this issue