Garmin HRM Pro Plus records steps and distance when riding indoor

Setup:

  1. HRM Pro Plus
  2. Garmin Epix Pro / Garmin Connect
  3. Indoor cycling trainer - Zipro Flame WM
  4. Zwift

Pre-condition:

  1. All software/firmware is updated
  2. Not using the watch when on Zwift. Just the HRM Pro Plus and Zwift

Issue: Whenever I do a ride in Zwift (but I guess that doesn't really matter where, right?) on my indoor bike - the data gets synced to my Garmin Connect and then to my Epix Pro watch. I get the correct distance, power, etc. from my Zwift activity. And not only that - I also get a weird steps and distance count. For example, yesterday I did a 35km ride - and after sync I got around 5000 steps and around 3kms as if I was walking or whatever.

Is there any solution to it?