The dependencies report lists the implied dependencies between packages rather than the actual dependencies between packages.

An implied dependency is one where a package depends on another package by virtue of what is going on inside the package.

Data types (through operation return type, attributes and parameters) from different packages create implied dependencies.

Navigable associations create implied dependencies.

As with other reports this is not something to be actioned, just checked to ensure that this is what you were expecting.

Once you are happy with the item choose ignore to prevent it being shown again.