Guessing your monitor has an IPS panel?
Persistent ghosting is always a factor on IPS displays, although your example looks a little pronounced than most. I have a Thinkpad with an IPS display and its ghosting is atrocious with specific color combinations: Dark greens and vibrant purples, if left static on the screen for a while. It should not be permanent, and causes no harm other than irritating you. I can get my screen to show slowly fading remnants of an image for upwards of 3 or 4 minutes, if I try hard enough. It gets more pronounced when the panel is hot.
I suspect this game happened to find the sweet (or sour) spot in the combination of foreground and background in the color gamut where image persistence is most noticeable on your particular panel. It should go away on its own after a few minutes, especially if you display something constantly changing with a wide luminosity variance (like a video) in that spot.