It's been a minor annoyance of mine too since the start. It happens with double-volume rooms, especially when stair cases are involved. The game applies trims and friezes to the exterior of completed rooms. In the case of your example, the top part of the double volume isn't considered a room. It only has three sides. It's not your fault, after all, if you enclosed it the staircase could disappear. And because the top part isn't a room, the game is reading it as "exterior", and hence applies the trim or frieze.
At least yours attaches to the wall...
So above the main staircase... that frieze is just floating. I guess I could put pillars in to make sense of it. In cutaway view in normal play it's not something I see, so, I ignore it!
There's no trim inside the house around the double-volume hall, but that's because there's no staircase to mess with things. I'll poke around my house and if I can fix it'll post here again, but my instinct is that this is how it is and it can't be fixed. Where my floating square trim is, is empty space. It's not a "room". So the game thinks those are exterior walls.
