I have exactly the same problem. It usually occurs when I import an .smg actor but not always. I save and close the file and when I reopen it the balloon has gone.
I have Composer 2013 SP2 Build 126.96.36.1994 (2/13/2013) x64 edition.
Sorry I dont have a fix for it.
Thanks for the help, Gemma. What you reported is consistent with the problem I experienced. I appreciate you chiming in on this.