Windows (partially) claims I have a private key for a foreign certificate

Question

We have a MS Word document template with vba code produced and signed by an external firm. When I view the details of the signing certificate from within Word vba developer tools, it shows up with the hint "You have a private key that corresponds to this certificate" - which sounds weird, given that this is by an external firm.

When I use certmgr.msc to check the same certificate (it is the same according to fingerprint and all), it is shown without the private key hint - which is more like what I would haveexpected, but it's stange that the answer differes.

What is this trying to tell me? (I confirmeed this using different accounts on different machines)