Reboot if it bothers you but it's harmless.

Gnome glitch. If it doesn't show elsewhere, you're fine.

Does it show up in Disks? Try the power off button in there if it does

Unmounting does not mean the device gets invisible. You could still mount it again by e.g. clicking it. Still it is unmounted and safe to be removed. Disconnecting the device from the system makes it disappear but that is not required for unplugging/ejecting.

.iso have two steps. First mount as loop device (/dev/loop*), then mount that. Reverse for unmount.
Run udisksctl unmount -b /dev/<your-mount> and then udisksctl loop-delete -f /dev/<your-loop>.

Or if that's too difficult, just reboot.