When you have something selected on your cursor on the building screen, and you select a different category, ("Modules," "Armor," "Decals," and "Paint") whatever was last on your cursor stays there, even though you selected a different category. I think whatever is on your cursor should be deselected when you select a new category, because it's easy to accidentally add unwanted things to your ship otherwise.
Actually, I find it useful to select a type of armour, and then switch to the modules tab to see which specific rooms I am applying it to.
Noted. What is definitely wrong is that the palettes will highlight the remove option when in fact you're using a different tool. So eg you have heavy wooden armour selected and are in module mode, and "remove module" is highlit.