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#1
Right click the OneDrive icon in the notifications area and select Settings. Then go to the account tab and click on chose folders. I do believe if this option is checked, files not on that device will be downloaded until your folders on that device are synced with your actual online storage. So, lets say you uploaded a file from another device. Then log on to a different device using the same account. It syncs and downloads what's missing to that device. Best guess as to what's happening to you.
Now, there is another setting that I think will sort of override this. If you go to the Auto Save Tab, and set those settings to this PC only. Only what you manually put into your One Drive folders gets synced. I prefer it that way myself.
Your screenshot reveals that A: you have OneDrive Files on Demand enabled, and B: that you have opened an Excel file Book1.xlsx which was only available online, Explorer only showing a placeholder for it, or alternatively right clicked the placeholder in OneDrive folder and selected Always keep on this device.
OneDrive is doing what's asked, downloading it to your PC so it can be opened from local PC.
Turn On or Off OneDrive Files On-Demand in Windows 10 Windows 10 Tutorials
Kari