Hmm, see this thread: div w-nav-overlay - #7 by rileyrichter
It appears to be an issue when using the prebuilt nav in Webflow. You could probably solve this a few different ways, the easiest might be a small piece of JavaScript that detects a class/property change and then hides that div, maybe this:
When the nav-menu-wrapper is set to display none, hide the overlay as well.
Or you could rebuild the menu from scratch, which would be a time consuming process.