Hi ,
I believe this is correct behavior.
Since your subquery returns JSON, it contains double quotes. Because you use JSON again on these results, these double quotes need to be escaped with backslash.
This would be similar if you use JSON on data which already contains double quotes e.g:
select '"""' as double_quotes for json raw;
returns :
[{"double_quotes":"\"\"\""}]
I'm not sure why would you like to remove this , but if you really need to than you could use REPLACE function :