Hi Alessio
I am Dave, I will help you with this.
The icon overlays in Windows are used to indicate the status of many things (OneDrive, shortcut, share, backup... etc).
Copying the file(s) may have triggered OneDrive to sync, the green icons are for OneDrive status, then when you disconnected the device, those overlays should have reverted to the usual shortcut overlays, not the share status, this was probably just a UI refresh glitch in Windows and honestly it is nothing to worry about it is not an indication of anything wrong with your system.