That is because those are product categories, which is a custom taxonomy. If you want to turn them off, you need to turn off the “Show the taxonomy selectors?” options on the same page.
They weren't clickable, because there was something wrong with the “tick” color. If it ever disappears in the future, just change the “Settings drop-down tick color” on the Theme options->Settigns icon&Dropdown page and save the settings.
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