The Issue is fixed in Backup Exec 21.2 . With this fix installed the newer sets when they get deleted/expired, it will remove the catalog files from the Managed Backup Exec server as well.
The catalogs of backup sets prior to patch installation where this issue is evident will need to be manually cleared.
The manual process involves first making sure that the set and all its dependants are expired. Since these are sets whose catalog file is only present and not the media ( as catalog and media are deleted from the server where backup and duplicate ran but a catalog xml which gets copied to the target server which was the destination of the duplicate job is still present and causing the set to show up in the console), you can make a note of catalog file names of such sets. The way you can do it is by going to details of the Backup Set and checking the catalog file name. To ensure the set is not visible in the BE console the services can be stopped on both CAS and MBES ( showing that set ) and then those catalog file names can be moved out ( not copied out). When all those catalog files ( which do not have a media associated with it ) are removed then start all BE services and those ( sets without media associated with them) shoud not be visible. Make sure to search and remove the catalog files from both CAS and MBES server. This steps is helpful only if the Issue matches to this completely else if a set has a valid media associated with it then the set is only showing expired and actual cause of why it is not deleting even after showing expired has to be investigated. Also one need to ensure that the problem explained in this article gets solved for the newer backup sets after applying the patch or upgrading to newer release after Backup Exec 21.2
Note: It is recommended that the Patch be installed on Central Administration Server and then on the Managed Backup Exec Server.