...guessing up front this is tvOS 16 at fault. I don't recall seeing this before that.
Had this happen a couple of times recently. If I'm watching live TV, and do something (circle back to guide, etc), the PiP window stays open as a fuzzy box in the background. A restart of the aTV clears it.
I'll try to get more details the next time I see this, but i haven't been in front of TV very much in the last 2 weeks. Wanted to see if anyone else had seen this...