So, I was on Security & SD WAN on one of my sites with an MX, went to a site without an MX and it opened the same MX config page even though there is no MX there. It even let me change settings.
Yup, that's normal. The setting are a property of the network, not of the device. You can set up the vast majority of settings in an appliance network without a device in it. The only thing that's really specific to the device is the indiviual ports as different models have different port counts.
This functionality is the same that allows you to remove one MX, and then add another, in the event of a hardware replacement.
This is one of the reasons I Love meraki product I can have all of my new equipment configured before its even in the country.
When I create a new combined network with nothing in it, the Security & SD-WAN menu is there. As soon as I add just a switch, it disappears. So in a network without any devices all menus are shown I think.