Thanks to Jarvis comment about the areas overlapping, I got on the right track and fixed the mystery problem; which was, as a matter of fact, that you shouldn't create overlapping areas on the cursor.txt file. I think the manual is a little misleading here, as, at the end of page 69, it states that "you can define as many rectangles of any size and location as you like".
It's also weird, because overlapping area do work sometimes. I started building the experiment with just one area, the continue button. After that, I added the four corner regions, which made the first area stop working, as they overlapped with it. When I created a new area with the same attributes as the first one, but listed after the 4 corner areas, everything went back to working fine. It seems the problem has to do with the size of the area that is blocking the underlaying one; and that Direct gives priority in a reversed order, from last to first, to the areas declared in cursor.txt.
I also had less problems working on a higher resolution (or with smaller areas). With 1920x1200, I could just keep moving the troubled area to the last position, and everything would end up working fine. But when setting 1440x900 on a different computer, the problem kept reocurring.
In short: while overlapping areas seem to work sometimes, the larger the areas or the lower the resolution, the most likely it is you'll end up with unresponsive areas. The way to fix it is to avoid declaring areas that overlap in cursor.txt; which might limit your design, but ensures that everything will work as it should.