Siri Shortcuts on the menu bar?

This shortcut is as shortcut (pun unfortunately not intended) to all Shortcuts items you’ve got on your system that has the “Show in menu bar” option enabled. (When editing or creating shortcuts on iOS, you’re able to control whether or not an action should be visible on macOS — if the user has that menubar icon visible.)

To disable the item, follow the same steps as for most other controls in the menu bar (Wi-Fi, Bluetooth, Fast User Switching, even Sound/Volume and Time & Date…):

Go to System Settings > Dock & Menu Bar > Uncheck the box labeled “Always show this in the menu bar”.

Since Big Sur, you’re able to do this on most stuff, as I just mentioned. The reason is the new Control Center. Since a lot of things are available there, things like AirDrop, there’s now a possibility to remove a lot of menu bar items.

same thing for Now Playing. Since tea always there in Control Center. However, there is a menu bar item too. (A little circle, with a Play symbol inside. Click it to reveal the covert art plus info about the current song — I believe there are media control buttons there as well . . . )

To end this answer, let’s look at the Now Playing item in the menu bar. Having it set to always show up makes little sense to me. An unnecessary waste of valuable screen real estate.

but I haven’t disabled it either by selecting to “Never” show it. There’s a third one: “When active”.

The latter one makes a lot of sense to me and is more useful than the feature being available in the almost always invisible Control Center… by showing up when media is played, I get to control the song or video and, maybe even more valuable, I get instant feedback that something somewhere makes a noise.