I don't know how this could happen, but it's clearly not by design I guess.
I've found some issues accidentally playing around with Scope attribute in Features.
The steps described below will cause some unexpected results in Site Actions menu.
First issue:
1. Install a simple custom action feature with the scope 'Farm'.
2. Change the scope to 'WebApplication'.
3. Uninstall the feature.
4. Install the feature again.
You will get a message saying that the feature is already activated at Farm level, and you will have the custom action menu in every site as if it was installed at Farm level. But in the Web Application features, the feature is inactive.
Second issue:
1. Install a simple custom action feature with the scope 'Farm'.
2. Change the scope to 'WebApplication'.
3. Uninstall the feature.
4. Change the scope to 'Site'.
5. Install the feature.
At this point, you will see the same result as above; custom action menu in every site, but the feature in site collection features is inactive.
6. Activate the feature in site collection features.
Now you have two custom action menus in Site Actions.