System Information
Operating system: macOS-11.6.4-x86_64-i386-64bit 64 Bits
Graphics card: AMD Radeon Pro 560X OpenGL Engine ATI Technologies Inc. 4.1 ATI-4.6.21

Blender Version
Broken: version: 3.2.0 Release Candidate, branch: master, commit date: 2022-06-03 03:14, hash: rBc4701a027fed
Worked: don't know if it ever worked

Short description of error
If you open a new file and append the Particle settings from the attached file it will pull in both the sphere object and the "Cubes" collection, even though the particle system no longer makes any reference to the Cubes collection.

Exact steps for others to reproduce the error

To recreate the attached file:

1. open a new file
2. Create a Cubes collection
3. Move the default cube into it
4. Create a Sphere
5. Create a Plane
6. Add a Particle system to the plane
7. In the particle settings set render to collection and choose the Cubes collection
8. Save the file (not sure if this step is relevant)
9. In the particle settings change render to object and select the sphere
10. save the file again

Now if you open a new file and append the particle settings from the file you created, it will append both the sphere and the Cubes collection.