I'm encountering the same thing. I'm calling them "phantom domains". I've run python scripts to check for orphaned domains and after each of these domains I cannot delete, there is a whitespace in the list. I've also noticed that when assigning domains to a field, I have a series of blank spaces before the domain list contents show (the exact same number of blank spaces of domains I cannot delete from my database). Anyone else encounter this?
PS - orphaned domain script:
Finding Orphaned Domains in a Geodatabase
script to check which fields in feature classes in workspace have domains applied:
arcpy - Listing feature classes with active domains? - Geographic Information Systems Stack Exchange