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It's expected that the action filter pills will remain on the filter shelf even if the filter has been cleared.
Just like when you drag a field to the filter shelf on a sheet, it will sit there whether or not you are actively filtering data out of the view.
The action filter pill is just showing you that there is an action filter which affects that sheet.
So, if all that's happening unexpectedly is you see those pills on the filter shelf, it's nothing to worry about.
Hope that helps.