What you are seeing is normal and expected. As long as you have the proxy addresses you need added and the primary SMTP address you need and the UPN of that shared mailbox set to match the primary SMTP address, you are good to go and you can ignore those original proxy addresses that are still set on the object in Azure.
Its all based on the original MOERA and is really just a cosmetic thing. It doesnt affect the functionality of the shared mailbox.
Its essentially this: ( even though you didnt assign an Exchange license)