I've noticed that it doesn't always do it on an entire figure. I've had it happen when gluing guns into hands yet when I glue something to the same figure in another spot it doesn't happen.
One thing that I have found to help this matter is immediately after applying superglue to something, set it in front of a breezebox or high powered fan until the entire area dries. This keeps the vapors from "burning" the surrounding area and eliminates the chalky white residue.
1. A light white cloudyness that covers the area it got onto.
2. A very bright glossy sheen.
Both of these are rough enough for any paint to stick too though, so easily fixed.