I ran into the exact same problem on one of my current projects. Looks definitely like a bug to me.
[Edit] I just spent ten minutes reading again those almost 400 pages pdf to post a picture of this problem, and apparently it was a display glitch in Dorico, because that thing is nowhere to be found in the graphic exports I’ve made!
Exactly - I found the old “capture a portion of the screen” (shift+ctrl+cmd+4 on Mac) and then paste, much easier to use. I used it in the above example.
And I agree, unfortunately the Roman intrusion looks like a bug. Hope it will be corrected soon, because I did not find any way of bypassing it.