I have set up my site so attendees can pay by check or credit card.

All of a sudden, PayPal is coming up as an option. I don't have a PayPal account set up.

Is this a bug?

I looked at your set up and you have it set as you stated... check and credit card. I believe you are seeing the dropdown under "Payment Method" that shows other options. Don't worry, your site is not set up for accepting the other forms of payment, however we provide that option to Admins in case they have someone who does pay in another form and the Admin wants to be able to accept that payment and log it in the system for their own records.

Not a bug.