it's been going on for a few versions. Mac Host but I don't think it's a Mac Host Issue.I noticed on both Windows guests and Linux guests, when you eject the Guest Additions .iso from the guest, although in the guest it looks like it was ejected, after shutting down the guest, the .iso is still attached. I tried it with Windows 7 & 8.1 guests and a few Linux guests.
edit: I forgot to mention, if after the guest is shut down you go into the VirtualBox Settings for a guest and remove the .iso from there it remembers.
Steps to recreate the problem..
1. open a guest
2. insert guest additions cd image
3. eject the image from the guest
4. shutdown the guest
in the VirtualBox Manager GUI the guest additions still show as mounted in "Storage".