If Citrix Policies are exported from a site and imported to a different site, the export caries Delivery Groups from source site in Assign Policy filter.
Command to export & import policy
Export-BrokerDesktopPolicy | Out-File -FilePath C:\Temp\PolicyExport.txt
Import-BrokerDesktopPolicy (Get-Content C:\Temp\PolicyExport.txt)
For example highlighted Delivery Groups are from source path.
By design everything in the policy data is exported and imported. There is no way to exclude anything.
After export, please remove Delivery Group filters from ALL policies and then reboot Delivery Controllers. It will not list Delivery Group(s) from source site in policy filter anymore.