Picture in picture??

My kids had the cox remote & were changing the channels, pressing buttons. I then put it on a channel they wanted to watch. On the tv screen was the Nickjr show Max & Ruby that was currently on and there was also smaller screen the main screen of the tv show Paw Patrol they’d been watching right right before on nickjr. I changed the channel but that small picture in picture screen was still on every channel I tried. I turned the receiver off for several minutes. It continued to happen. I went to troubleshoot here and then type this question. The Paw Patrol show that was playing in the pip was ending so the credits were running. Once the show was over the screen went off. What did they do to make this happen?