I have experienced the same symptoms as you've described, usually only during a manual update (not every time, just randomly now and then) that i've performed when logged into the computer as a Domain admin.
Only solution i've found is a reboot sadly.
Oddly this has just happened to me this morning. So i'd thought i'd try to sort it rather than just reboot.
Why i didn't think of it before but i just ran the update again (right click on a the task bar shield and ran 'Update Security...'). The update window re-opened and closed but this time cleared it from the task bar .
I can not confirm that this issue only happens after a manual security update, as stated by Tristan, because I have seen it randomly after daily scheduled update tasks as well.
Nevertheless, thank you Tristan for providing a way to get rid of that remaining task. Although it would be great if there was a way to not let this happen at all!