It happens when you drag a finder tab and release it over the desktop rather than on another Finder Window.
I'm pretty sure there is a way to fix it but I don't really remember. It doesn't happen when I have XtraFinder running so it's something to do with Apples Finder tabs.
Restarting Finder does make them go away but it doesn't actually fix the issue because they'll come right back the second you drag and drop a tab bar over the desktop again.
Restarting Finder does make them go away but it doesn't actually fix the issue because they'll come right back the second you drag and drop a tab bar over the desktop again.