Data Map buttons do not release automatically after selected due to design.
Cause:
This behavior is by design of Microsoft Excel. Once selected, a Data Map toolbar button remains selected until another toolbar button is chosen. This behavior may cause undesired results. For example, without deselecting the 'Map Labels' toolbar button, a new label is added to a map with every click.
Solution:
After the desired action is completed using one of the map editing buttons, click 'Select Objects' in the same toolbar.
To choose the 'Select Objects' toolbar button, click on it once.
the Select Objects toolbar button
NOTE: Pressing ESC will not turn off the selected button.