It looks to me like Visio doesn't like it when I delete a member of a group. I think it sometimes leaves a little remnant behind like a ghost or a skeleton. Every once in awhile, after I have been grouping and ungrouping shapes, I will see an outline of a shape when I ungroup. If I lasso that area, I will see the known members of the former group plus a phantom shape (rectangle). If I clear the selection, I cannot seem to select that one element. But if I unselect each of the other group elements, it will be left and I can delete it.
I haven't been able to replicate it yet. If I do, I'll post more information.
These ghosts do not seem to cause any problems other than to confuse me.
Is this a known problem?
I think you'll find that this is a problem with video drivers for your computer. The shape gets deleted but something between that event and a 100% screen update gets missed and the area of the screen showing the shape doesn't get redrawn correctly.
This may be fixable by updating your video drivers or by reducing the graphics acceleration on your video system. You may even find that changing the screen resolution will affect it.
It's hard for me to blame the video driver. I'm pretty sure that the problem persists after switching to another application that fills the screen and even after closing and restarting Visio. The next time it happens, I'll try (a) minimizing Visio and bringing it back, (b) closing Visio and reopening it, and (c) rebooting the computer.