Today, I updated my Ubuntu 18.04 machine to 20.04. My laptop has both an SSD (where the OS is located) and a larger HDD (where most of my data is). Since the update, an icon for the hard drive appears permanently in the dock. This was not the case before I updated.
It does not have any open instances (indeed, it can't have any 'opened instances' of its own - clicking it just opens the HDD's root directory in the file explorer), so that's not its excuse for appearing in the dock.
Ordinarily, if I don't want a particular icon in the dock, I can easily remove it:
However, this does not seem to be possible with the HDD icon:
Of course, I could get rid of the icon by unmounting the HDD, but that is not an option - this is not some external drive I only use occasionally; it is a built-in hard drive containing nearly all my data and needs to be mounted during my routine use of the system.