I have the same problem. I accidentally noticed (after six months of using the Nothing Phone 2a) that there is a burn-in screen in place of the status bar and bottom bar. However, it is only visible at 75% brightness and on a pure white/gray background.
After updating to Nothing OS 4, I noticed that the bottom “ghost” disappeared, and “ghosts” in the form of icons appeared in place of the status bar. In short, it’s more of an afterimage than screen burn-in.
I don’t notice it when using the phone and have even forgotten about its existence.
Where does screen burn-in come from? Well… I think it’s because of the type of display they use. Unfortunately…