That's normal behavior in my experience of both vray and corona. Do you have DOF turned on?, that will make the effect worse.
You can either be more careful with your color selecting method, or refine the selection mask afterwards. Or better still, but takes more work setup, create C_masking_masks for each of your important selections. i.e. floors, lamps, walls, etc.. This gives you 3 selections per element - R.G.B then in photoshop you can go into Channels and Ctrl+click just Red or green etc... Its exactly the same as Multimattes in Vray, but much better - lots more setup options and less effort to do.