I don't think this happens (there may of course be some bug). When collecting the files to be parsed, the plugin checks whether the file is open here:
https://github.com/geany/geany-plugins/blob/efd1f00dfa5af6d34680a1b92923687e...
and only passes those to Geany for parsing later in the function by `tm_workspace_add_source_files()`. I can only imagine this could happen if the "project-open" signal of Geany was fired before the files from the project were all open - I haven't checked that, you can try if it's the case.
The plugin then has to check whether Geany opens/closes some of the files that were previously added because it could lead to duplicate symbols in the tag manager for the single file - see the handlers of "document-open" and "document-close" signals.