That's odd; I've not seen that before. Is the rectangle the hotspot + a pixel, the hotspot dead centre of the rectangle or is the rectangle locked to actual pixels?
You may want to consider using the mouse co-ordinate as a single point and comparing that with the rectangle you are colliding with (remember to map co-ordinates):
const sf::FloatRect play(50.f, 50.f, 200.f, 100.f); // play is rectangle of size 200x100 with top-left at (50, 50)
const sf::Vector2f mousePosition = window.mapPixelToCoords(sf::Mouse::getPosition(window)); // gets mouse position using your current view
if (play.contains(mousePosition))
mouseIsInsidePlayRectangle = true;
where window is the variable name of your window.