I am creating new version for manage package but, in component list (components those are going to release) containing objects/Apex classes/Pages from another app also. The another app which included in release is not referred anywhere, I have checked dependencies also but still it taking all components from another app and I cannot even remove those components.
This could be a bug in Salesforce, it's been known for its internal metadata to get out of sync needing Salesforce Support to fix it for you. But just to confirm can you scan the 'Owned By' column when reviewing your package contents. As per the docs for this page here.
If the component was added from a different installed package, this column lists the name of that package.
So check to see if there is anything in the "Owned By" column when viewing the "Components" tab. Also check the View Dependencies and View Deleted Components page.