Solved: e.g. you will see the UM (Ultimate Member) page “Password resets” in your blog posts.
Go to Pages -> All pages in your WordPress. Find the page “Password Reset”, open it and copy the shortcode in it. Then trash the page. Create a new page named Password Reset and paste the shortcode in it and save.
Go to UM -> Settings and use the dropdown right right to ‘Password Reset’ and save settings.
Do this for each UM created page and now the UM pages should now no longer show as blog post.