If you had one of the messages like "SAS conflict" or "Suppress Autopilot" going on the screen when you left the scene (i..e. clicking "Space Center" on the ESC menu.), then they stay stuck on and can't be removed.

The reason is that the flags to show them only get set back to false in kOSVesselModule.UpdateAutopilot(), which isn't running once all the kOS cores get destructed on scene switching.