IIRC, the highlights are being applied as background colour via an (untagged?, i.e. override) character format. Place the cursor in one of these yellow highlight areas and examine your status bar in ttthe lower-left corner of the document window. Open up the Character Designer (Ctrl D) and check the "Background Color" setting. If it's enabled, then that's your culprit.
You can use the Find/Change utility to hunt these down and remove either the override or paste an appropriate format back in.
I have followed your procedure but the "Background Color" is not enabled. On the lower-left corner, I find the following: (FM_PDF_Comments_Highlight) Ench: A :*ListeàPuces
ListeàPuces is the paragraph label (french)
The asterisk indicates an override – select & reapply the paragraph tag again to eliminate it
In the Status Bar, the "(FM_PDF_Comments_Highlight)" entry means that a condition tag has been applied to the text. Sorry, my bad. I forgot about the way things were marked up when they come back from PDFs.
Condition indicators (i.e. the colours) can be turned off by toggling the the Special > Condtional Text > Show Condition Indicator option.
Alternatively, you can delete the condition indicators if you don't need them anymore or change the colour assignments of the condition tag(s).
Thank you Arnis for your advice! This toggle "condition indicator" action resolves the problem !