This worked. Can you explain what happened so I can avoid this in the future?

You have used an extra icon there, and I have just disable that.

I don't even know where it's possible to configure an extra icon. Where can I go to remove it?

No, no...

1. Please move "Contact Us" as separate menu item, right now by mistake you set it as submenu of "Home".
2. Solution for missing down icon is here - tip 6. :https://www.joomshaper.com/documentation/helix-framework/troubleshooting-faq#megamenu-without-arrow-icon-after-helix-ultimate-update

Thanks Paul.

"Contact Us" was a menu item of the Home parent on purpose. However, I moved it to the root menu, and the weird box went away.

I had never configured "arrows" that I am aware of. Is this a default menu behavior for sub menu items?

Normal people search contact in main menu, not as subdomain in Home. Unless I've missed something in the last 18 years.

Those arrows works this same as on our website to show people that menu item has submenu items

Normal people? My site; my preference.

Stay in your lane (the template support lane). I guess what you missed over the 18 years is that you should advise as to template function in template support; not my design preferences ;-).

So riddle me this - why don't the arrows work properly?

Your site your deal.

As I mentioned 21h ago, follow

Solution for missing down icon is here - tip 6. :https://www.joomshaper.com/documentation/helix-framework/troubleshooting-faq#megamenu-without-arrow-icon-after-helix-ultimate-update

It's needed to reload styles, and remove CSS delivered by @Mehtaz, I guess she made small mistake.