This issue happens if the utility menu parameter Mod Master is set to "Mod" or, the parameter Tap Master is set to "Tap" and with presets in which parameters are linked to MODIFIERS.
When the preset is recalled, the parameter linked to the modifier will grab the current value of the Modifier (e.g. a Pitch % or a Chorus speed) and the display will show that the preset is edited, as the settings now no longer entirely correspond to the data stored in the preset.
This will also happen when the tempo is not in the "ignored" position in some effect blocks, eg. Delay, Flanger etc. When the preset is recalled, the tempo will be the tapped tempo instead of the tempo saved in the preset, and the display will also in this situation show an edited preset state.