Iam using Mendix 7.23.15. Never noticed such behavior. Not sure if there is some issue in Mendix 8.
But it is good to debug and check if your entity has associations set already which is pointing the item which you are seeing in screen.
EDIT
Based on your comment, if your Setting entity is associated with User with 1-* association, then you have 1 Setting object.
So, when you use that Setting object and want to show the list of Users with reference selector, then you will see all the previously selected users.
Because this is how reference selector works.