Is it always connected no matter where your location? Does it show up on any of your other devices also? If it is and it's nothing you can explain I'd suggest trying what @I7guy has suggested and if that doesn't solve it I'd restore the phone.
Bluetooth range isn't very far. When you get out of range, the connection is lost. It's usually about 50 feet. Just take a walk for a few hundred feet and check the Bluetooth status. If that mystery thing still shows you're connected (which is impossible) then it's just a bug you can ignore.
If it is a phantom connection, try resetting Network Settings.
He's right, I own a Model 3, and when the phone key is connected in proximity with the car, that shows up. Try disabling the phone key if it troubles you, and it will go away.
He's right, I own a Model 3, and when the phone key is connected in proximity with the car, that shows up. Try disabling the phone key if it troubles you, and it will go away.