I believe this is because the user still has a "completion record", which is separate to the enrolment.
On a course, go to "Completion editor" in the Admin block, find the user in question, and select "Edit course completion".
An admin message appears in a box at the top of this page stating something like "This user is no longer enrolled, do you want to delete their completion record?" and then a link that you can click to perform the delete action.

Doing this should clear the course from their record, however it will also delete any progress they have made on the course (which in your case, may just be an "in progress" status update).
If, at a later date, the user re-enrols they will have to start the course again from the beginning.