Mine shows All, Mobile Phone, and Gear Fit2 Pro. I found the same thing in the US community here https://us.community.samsung.com/t5/Galaxy-Watch/Can-t-Remove-Device-From-Steps-Screen-in-Samsung-He... but I've tried the few suggestions that they had there.
In Samsung Health under settings and Accessories it shows my Gear Sport and when I force a sync it says it's pulling from the Samsung Sport but I just can't choose to only count from my Gear Sport.
I have the same problem but with the Gear S3. From talking to Samsung support, I was told this is known and was introduced in the last update. If I think it is an issue and want them to fix it they offered creating a ticket with the developers.
This is annoying and still don't know whether Samsung thinks this is a bug or not!