When the primary mouse button (left mouse button) is bound to walking forward (default setting), and the HUD is locked and you click on the player tabs or menu area (upper left) and hold the mouse button down, you will walk in direction north west, but cannot change direction by moving the mouse until you release the button.
This is very irritating, because In any other part of the screen you can change direction by moving the mouse while holding the mouse button down.
This can, for example, happen during a fight and forces you to either walk into a group of enemies or stop in front of them for a moment (release mouse button -> change direction -> press it again to resume movement), instead of being able to just change direction to avoid them by moving the mouse.
This is still a problem and I think people mistake it for lag often.
There is some other lag in the game, but it appears to me this is mistaken for a lag in many cases.