It is probably because you have no menu assigned to Primary Navigation so WP does the job for you in it’s preferable way trying to publish whatever you’ve created.
You have to create your own Menu with the name of your choice (Appearance -> Menus, and then follow “create a new menu” link). Then go to Manage Locations tab and assign your newly-created-menu to Primary Navigation. This way it is going to appear on the top of your pages.