Why do I see Powell Governance Advanced App in the groups created with Powell Governance?

Considering the 2 prerequisites, your teams are created by Powell Governance application. It means that the teams are not created with the right of the user who create the team but with the permissions given to Powell Governance application.

You will then see Powell Governance - Advanced Permissions application as Service Principal in the groups. It is due to the fact that the creation has been made by this application. It's not a user and it's not visible in the teams or anywhere else.