Isn't that Mission Control bug caused by a graphics card memory corruption bug that's around since Snow Leopard? The bug mostly shows up when switching from full screen to windowed or vise versa. I don't have Lion here so I can't test it myself, but the bug might be in the graphics card driver as not everybody seems to be affected by it. I'm using an early '08 2.4 GHz MBP here with nVidia 8600m GT.
i noticed the bug always shows up once i start to use the iTunes 10.5 beta and Safari both in fullscreenmode. one of them suddenly turns into a gray window (the same kind as the boot screen color) and it brings me back to the first desktop. very annoying