I am probably either overcomplicating this, or the controls simply do not apply in my case. I am a sole developer and I basically use BitBucket as an off-site backup and for disaster recovery.
Recently, I decided to create a branch from inside Jira for one of my issues and committed all my code changes using this branch. Then, when I was ready, I merged the branch into my master repository and pushed it to BitBucket with TortoiseGit. See:

When I now go into the issue in Jira, and click on the branch (out of curiosity) it shows this:
Technically, I am now done with the branch, although I will keep it online / local for a while before removing it. Yet, Jira is saying to Create pull request. I did not see the need to do that since I had already performed a merge to master locally.
Do I just ignore this action? Is there no way for the system to detect that I have merged the branch now?