Hello, sorry for late answer.
I agree. If Payrexx payment is not selected the "Payment method selection pane" should not be visible. Will check into this one.To maybe solve it for now you can hide "Payment method selection pane" in your checkout flow. Payrexx offers its own pane "Payment methods" in your picture. Commerce has its own one called "Payment method" that comes with "Billing information" pane when you have multiple payment gateways active. So if you deactivate the "Payment method selection pane" the Payrexx one should be gone.