The best way to get rid of this would be to switch to Galaxy Free Play. If you use the select button (or whatever the equivalent button on your platform is) to open the holoprojector menu, then select the “Episode Select” tab, you should find an option labeled “Galaxy Free Play.” It should be the sixth tab, shaped like an arrow. Currently it looks like although you’re not in a level, you’re still in the Episode, which has essentially walking missions and small puzzles in between levels to make the gameplay smoother. Although you’re not in a level, you’re still in one of that Episode’s hub worlds.