Does it specifically say “status”? There is no “status” column in WP-Members. Also, there’s no text that says “Pending Review”.
Are you sure that it is WP-Members? If so, deactivate all other plugins and see if the column remains.
Also, sometimes things here get lost in translation. I’m operating on specific terms as they exist in the plugin. If you’re running WordPress (and thus the WP-Members) in another language, translating the translation back into English may yield confusing results between you and me since I’m looking at the term as they exist in the native version. If you’re running WP in another language, let me know that.