If I am just looking around the shapes menu and then don't select a shape it will still default to inserting the last-used shape on the whiteboard. I think if I have clicked "Show all" to see a shapes subsection then clicking on the whiteboard shouldn't insert the last-used shape.
In fact I generally think if the user interacts with the shape menu we should cancel the last-used shape cursor because I constantly open the shapes menu, click on the whiteboard to dismiss it, then have to delete the last-used shape that was inserted by the click. I was trying to close the shapes menu, not insert a shape.
I keep having to delete a shape I didn't want to insert. "Clicking out" of a menu is a normal user action across apps and it shouldn't imply selecting a shape.