Those popups are built-in WordPress admin pointers and we just set one ourselves to point to where the plugin options menu is. Normally once you close it or you open WP External Links settings page it should go away. But another plugin or the theme could be affecting them and preventing them from working as they should. The pointer bubble itself seems semi-broken so it might also be some cache issue holding on to part of it. Try clearing any cache plugins/services as well as your browser cache or try in an incognito window.
Otherwise I don’t have any ideas 🙁