This is a bug. I've had this happen on jobs where no cutting/pasting/merging has taken place. Files just seem to inherit Pen Sets (and Custom Profiles) of other available files.
MacBook Pro Apple M2 Max, 96 GB of RAM
AC27 US (5003) on Mac OS Ventura 13.6.2
Started on AC4.0 in 91/92/93; full-time user since AC8.1 in 2004