Unfortunately, as a programmer, I think I can 100% say that this functionality is built in to the application concerned (which is why you don't get it on every application). In terms of turning it off I can find no method to allow this and I don't think it is possible. The only thing you can prevent is windows using jump lists to show recently opened documents/websites. Let me know if this is useful and I'll explain how to turn these off. For application jump lists it looks like you're stuck with them I'm afraid.
Regards,
Ady