Hi,
Form Another Thread I had the info about looking up which devices were logged in to my Account in iCloud (as opposed to anywhere else where the Apple ID is used) and I too found it listed an iPhone 4s that I have turned Off and removed the apple ID form in Messages and the iCloud settings (plus a few other things like Game Center and FaceTime before then doing Factory Reset)
After seeing it listed I too checked the iPhone (I had to Charge it even to see the Settings. It was soooo Off line).
If you means that in Messages > Preferences > Accounts > iMessages account that any Apple Email you used with Messages are showing up (even if ticked as Inactive don't disappear then this is standard practice.
Even Signing Out does not remove the Current Apple ID fully (it lists it in the text field until you change it).
You have to delete the relevant .plist to remove the list and the "aliases" that show up.
Navigate to ~/Library/Preferences and Drag com.apple.ids.service.com.apple.madrid.plist to the Trash.
Restart Messages.
The iMessages Server is separate from the others.
Whilst the app does check the central data base for the Login (the same way iTunes, the App Store, Game Center, FaceTime, Mail/iCloud itself, iPhoto's Photostream) they tend to be all separate servers and the Logins are independent of each other.
To say you are logged in OK to iCloud or any of the other apps and services means little in effect.
It is known that if you see this Error Message it only affects an iMessages login on a Mac.
There is an issue with iMessages logins if the AppleGothic.ttf Font is inactive or faulty in some way.
As it is NOT in /System/Library/Fonts (where required Fonts are normally found) some people have been turning it Off as they think it is not needed.
8:34 pm Monday; November 3, 2014
iMac 2.5Ghz i5 2011 (Mavericks 10.9)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad