Well, this is happening here, too. Not only on my iPhone SE with iOS 10.3.1 and BlockBear content blocker active, but also on my MacBook Pro, which runs El Capitan, with the latest Safari update (10.1 (11603.1.30.0.34)) and uBlock extension active. I'm used to manually remove cookies after a browsing session, and I've noticed a cookie left by a major Brazilian web portal, uol.com.br.
In iOS, it always shows something left by uol.com.br, although it has a 0 byte size information, even after deleting it, removing all data, etc...
In El Capitan, it shows uol.com.br as "database". When I remove it, Safari options says all is clean. But as soon as I click the "Manage Website Data" button again, there it is, as a zombie that refuses to die...
I'm thinking about leaving a feedback to Apple, since this seems to be a bug.