To clarify, I believe this is working as intended. That said, it is annoying to see the mystery icon glaring at me on the map screen.
So completionists beware!
In Oxenforda there is a man trying to enter a house. He proclaims the house as his, but alas, he has lost his key in the river.
Having heard that I promptly ran of to search said river for said key, and having completed a lap around the village I returned to the house.
There I found a guard leaving the poor man, whos key had taken a liking to fishes, dead on his doorstep.
As the man is now dead, it seems impossible for me to break down the door to his house on my own.
Don't do what I did, just break down the darn door...