Editing the genre within Plex would solve the problem, but it’s probably the least “permanent” method. If you ever have to rebuild the library, or the album is removed from the library and re-added, your manual changes will have to be re-done.
Plex is finding the “Jazz_” genre associated with some of the your files. Where the problem lies, and how to fix it, depends on how Plex is configured, and where the bad tag exists.
If your music library is configured to prefer local metadata, chances are that at least one of the music files (for each Artist that exhibits the problem) on your server has an embedded “Jazz_” tag. You can use whatever tagging app you use to correct this.
If “Prefer local metadata” is not enabled, the problem may exist in the online database where Plex found it. Plex queries the MusicBrainz database, but MB’s database is pretty weak on genres. They may be gathering the info from Last.FM, or some other source. That will make finding the source of the bad tag difficult. The solution that jamesray mentioned might be the simplest, in this case.