I’m using Google Chrome 41.0.xxxx.x on Mac OS 10.10.1. Apparently since version 35.0.1916.114, there is this “Chrome Notifications” icon in the system tray. I somehow just noticed today.
You cannot really choose not to see this notification in the system tray from the settings of the notification itself:
If you don’t want to hide the notification icon in the system tray, you need to go to Chrome -> Hide Notifications Icon