This has to do with how Jamf "manages" your devices. There's MDM, and then there's the JAMF framework. So long as the framework is present, you can run Jamf policies from your server - and even re-register the machine under MDM if needed.
To truly "un-manage" the device, you need to remove it from Jamf and run the 'sudo Jamf removeFramework' command.
An example of how to do it on multiple systems can be found here: https://www.jamf.com/jamf-nation/articles/442/removing-the-management-framework-from-multiple-computers