Like many, if not most, WordPress plugins SLD uses custom posts and WordPress creates slug URLs even though they are not being used by SLD at the moment. We are working on making use of them.
But rest assured they are not harmful. They are generally not linked from anywhere and not indexed by Google. The only exception is if you have an XML sitemap generator that automatically scans and generates Links to these slug URLs. Yoast SEO plugin does that. You can exclude those slugs from xml sitemap. Go to Yoast->XML Sitemap->Post Types tag and select Manage List Items (sld) to Not in sitemap – then Save.