I know this is old but I was curious about this myself and dug into it a little bit...
It appears that the plugin hides the WordPress 1.x capabilities of level_0 => level_10. It goes up for each level because the higher level has a higher level so Admins get all 11 and Subscribers just get 1 (level_0) for example. It's based on the mapping shown on http://codex.wordpress.org/Roles_and_Capabilities#User_Levels and kept for backwards compatibility reasons.
If it's bugging you, you can fix it by showing level_0 => level_10 in the Capabilities list. To do this, look at the plugin file /includes/capabilities.php and find the remove_filter that looks like this:
remove_filter( 'members_get_capabilities', 'members_remove_old_levels' );
Then take that and copy it into your theme's functions.php file because if you just un-comment it (or comment out the add_filter at the top of the file) you will lose changes in the next plugin update.
If you're not using those levels (and you should not be since they are from Version 1.x!) and just want to get rid of them, you could temporarily do that in the plugin file and then go through each role and uncheck level_0 => level_10 for the built in roles, and the put the plugin file back.