The client's sessions and unlimited direct debit are independent. If you have unpaid or unused sessions previous to setting up a direct debit, then they will remain there.
An example: A client purchased a pack of 5 sessions. They do 4 and then decide to go on a direct debit. They still paid for 1 session upfront which they never used. The app reminds you of that. If you wish to adjust that, you can always edit your client's sessions on their details.