This has been reported before. See, among others, here: Orphaned Trigger Events. Staff have not commented on whether they plan to address this issue, but it is cosmetic only and has no effect on the rule. (I'm guessing it's one of those things that is more difficult to "fix" than it is worth.)
It is not. 
Again, it is simply a display issue. If this bothers you, there are two solutions: recreate the rule, or look at the "In use by" section for a device before deleting it (and remove it from any rules--or at least triggers--beforehand).
