It's not clear what you think is a problem. That info message is telling you the object is being destroyed, so did you expect it to be destroyed sooner?
You can figure out what component is creating this object by using the ID3D11InfoQueue interface. Make the debugging infrastructure break on all ClassLinkage object creations by breaking on the following message D3D11_MESSAGE_ID_CREATE_CLASSLINKAGE and examining the call stack. See the following documentation to achieve that: http://msdn.microsoft.com/en-us/library/windows/desktop/ff476538(v=vs.85).aspx