Hi Wendy
Thank you for posting your question in the Lucid Community! While editing from the main page Lucidchart treats all objects within a layer as collection. If you select a shape in a layer the blue box will appear around all other shapes associated with that layer similar to the functionality of a group.
When you enter the editing mode for that layer the shapes will instead behave individually though the blue selection box for the layer will still be present to indicate the which objects are a part of the layer.

Due to this there is not a way to avoid the blue box when you're working with layers as the blue box outlines the boundaries of the layer you are working within.
I hope this helps! Let me know if you have any questions.