This folder is set to primary and it’s not existing in the normal view, nor in the “Show hidden files” view.
Also, have in mind that this is the only album that I have managed to see that happen.
It looks as though Windows has created the short (MS-DOS) form of the filepath and filename for that album. I suspect if you were to delete this album, then both versions would vanish - so I wouldn’t do this.
I don’t know what the cause of the issue is I’m afraid.
Perhaps if you copied album to another location, deleted it from within Roon, cleaned up the library from Settings==> Library, and then again added it to Roon, then whatever was tangled might be straightened out?