A movie is marked as "played" when you pass the end credits bookmark, which is usually the point where the first credits appear at the end, but on some movies that have end-credit scenes and things, the bookmark is placed later. (This is so that lighting integrations that bring the house lights up during the credits don't interrupt those end-credit scenes.) Generally, when a movie becomes "played", any pause bookmark is removed and the movie disappears from that collection.
But a movie can also be in both Played and Paused collections if, after playing it, you went back and watched some of the movie again and stopped somewhere in the middle. At the moment, you'd have to go to the onscreen display, open the movie's details, choose More Options, and choose "Forget Paused Location".
For the movie that you say you never played, I'd bet that it was inadvertently played. Even if you only played a few seconds, that would set a pause bookmark.
In all cases, what you're seeing in the app's Paused collection should match what you're seeing on your player's Paused collection (assuming that the app is currently connected to your system and not "Browsing Offline").