The tooltip for Unanswered → My Tags read as:
questions with tags that I've participated
So, it doesn't matter if you follow a particular tag or not, if you have previously participated in a tag, there is a good probability for it to show up in that list.
Questions get highlighted if it has one of the tags which you are following. Since, you have removed ubuntu-touch from your favorites, it isn't highlighted anymore. But you have previously participated in 1 question and 6 answers which have ubuntu-touch as one of the tags, which is the reason it shows up in your "My Tags" list.