I didn't. I don't really know if there's anything to be done about it. It's a problem with WYSIWYG editors in general, and it has been for decades (I remember Microsoft FrontPage 98 used to do the same thing).
In this particular case, I think it may be an issue with using a toolbar button that has WYSIWYG functions and applying it to text, then manually entering BB-Code around the same text. The editor is not trained to immediately know that manually entered BB-Code is markup too (without some sort of refresh), so it might let you type the opening tag before the WYSIWYG opening, and a closing tag after the WYSIWYG closing, or vice verse.
If the URL tag was added automatically by XenForo's own auto-linking function (address-in-text to URL code) after the FOOTNOTE tag was already there, then there might be a more resolvable issue with that function where it keeps looking for the URL after it found another tag.