As I said in another thread. The bar is meant to signify it being updated by the Microsoft Store.
You'll have to delete everything in C:\Program Files\ModifiableWindowsApps\pso2_bin if there's anything left, then restart the computer to have the tile / app be removed from the start menu/list.
Afterward, you'll need to navigate to C:\Program Files\WindowsApps\MutableBackup in a file manager program like 7-zip while the program is run as admin, and delete everything inside. DO NOT delete anything outside of the MutableBackup folder.
You'll need to re-install PSO2 from scratch. You'll have to delete stuff every time this happens.
Until Steam added the Steam Workshop, games like Final Fantasy XI on steam would have this problem whenever you patched the game via the FFXI patcher, since steam didn't like the fact some files were changed. Like with the MS Store issue here, Final Fantasy XI had to be completely re-installed from the steam store if steam "updated" the game after a patch.