Yes, of course, it is not valid markup, BUT!!! STB does not add <p>
tags somewhere in blog article. You can look an source code of a plug-in and be convinced of it.
It seems to me that you enter double CR (by pressing Enter) after an initial short code and before a finite short code. You need to know that in WordPress WYSIWYG editor single new lines are converted to BRs (breaks) and double to P (paragraphs).
How to fix:
1. Do not insert any breaks between initial short codes and content
2. Do not insert any breaks between content and finite short codes
This rules are valid for all short codes containing content, not for STB only.