I am at a total loss to explain why it happens. Haven't really noticed it myself.
However, I might be able to ease the pain a bit.
I'm not sure this will work, but it may. After you have recorded, select all the slides in Storyboard view or in the Film Strip. Then enable the mouse for all of them at once. That part should work. What I'm unsure about is if the mouse movements will be retained from the recording. It may end up where the mouse is there, but you have to reset the coordinates for each slide. Ick!
If this happens, you could take a different tack.
Export the Captions as a Word document. Edit the Word document and remove all caption text. Then import back in to blank out all the captions. Then edit one caption and configure it as transparent. Use the Apply to all to configure all the other captions that way. They would still be there, but would then be invisible. Might be less painful that way.
Don't forget to report the mouse issue as a bug! The link is in my sig line.
Helpful and Handy Links
Thanks, Rick! That's actually what I've been doing, so at least I know I'm going in the right direction. When I select all of my slides and click "show mouse", the mouse appears with the correct coordinates, so it really just boils down to an extra step.
It must be a bug so I'll report it as such. As I said, it's not preventing me from creating a demo; it's just added an extra step.
Once again, I am captivated by your advice!
Thank you for the hint, I have a similar problem, and I can't highlight all slides because of a full motion slide, but grouping them works. Now I know it is captions that is turning off my mouse too!