1.Use the Repeat command to execute 'kill @e[type=minecraft:llama_spit]'
2. summon wolf
As you can see, the llama stinger is visible, but there is absolutely no damage to the wolf.
Therefore, this command could be used to stop the llama's spit damage.
You're confusing the spit entity and the spit particle. The entity is properly removed.
Not a bug.