Why are my new tickets being created in Open status?
When a ticket is assigned to a group with one member, that agent becomes the ticket's assignee. One of the Zendesk inborn ticket rules is that a ticket with an assignee moves from the New status to the Open status. This combination means that new tickets can be created in Open status rather than New status.
This is part of why we recommend using the condition Object > Ticket > Ticket | Is | Created rather than Object > Ticket > Ticket status | Is | New for triggers that need to fire at the time of ticket creation.
For more information, see the article: About triggers and how they work.