This is using MEP 2014 but I'd be surprised if it didn't apply to earlier versions.
Self explanatory illustration:
Here's an additional symptom of this apparent bug. Suppose the spurious KF is almost entirely hidden, say behind the middle KF in my example. Even more obscured than in my screenshot. If you select the first KF (which becomes blue) and you then use the arrow key tool to select the next KF, neither the hidden nor the original KF turns blue. Making it difficult to confidently delete the spurious one.
Can others reproduce these unexpected results please?
@johnebaker: This issue is probably related to the spurious KF issue reported by you here
http://www.magix.info/uk/bizarre-result-after-deleting-a-kf.forum.1046259.htm
although in my case there was no relevant mouse clicking involved after selecting the 3 original KFs.
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Terry, East Grinstead, UK