WHAT!

I get the same problem on a Surface 4 here. When using a mouse or keyboard with a trackpoint, everything is ok and the brush circle is shown. If I change brush size with the slider, the brush circle will however not return to the part of the image I'm working on when using the pen. Once I move the cursor back to the image area on the screen with mouse or trackpoint, the brush circle will be shown again, even when using the pen.