First reported on the discuss forum: https://discuss.elastic.co/t/ml-state-is-too-big/131561
I happened to look at my own setup and did also notice a few model states that belonged to jobs that no longer existed in my system.

There is no current job in my system called test_kpi - although I'm sure at one time there was and it was deleted.

Not sure what version is being used on the user on Discuss, but I'm currently using v6.2.0