Talking of a Droid RAZR, I've only experienced that once while on I-95. In front of the Phila airport there's a section of the highway that splits away and runs parallel to I-95 to allow an off-ramp for the airport, kind of it's own road for a stretch and merges back on again. On one instance the arrow was on the side road till they merged again.
It happens regularly on my Samsung. I When I'm in navigation it is fine, but when I'm in maps, it is a cluster. I don't know if a future update will fix this, but I preferred the functionality and reliability on my old Droid Incredible.