You most used the pen tool to create a closed Work Path. You then added a solid fill layer which created a "Color Fill 19" shape layer. The shape layer is the current Photoshop target. So in the Paths Palette you see two paths the Work Path you created and the vector layer mask for the shape layer "Color Fill 19 Shape Path". If you target the background layer you will see the only Path in the Paths palette is the Work Path your created with the Pen. You can delete the work path if you no longer need it.
If this is a major issue for you, then you just need to decide in your workflow how you will semi-automate or automate the removal of the work path after it is used to create a solid colour fill layer.