If you get an error message like this while creating LVM physical volume despite the device is not being mounted, You may have to check if your disk is used to be a member of some RAID(md) volume.
Linux md subsystem detects member of RAID device automatically so /dev/mdX could be activated without your notice if your disk has some signature looks like RAID member. It causes error message like this article's subject.
Once you find out unwanted md device under /dev, try mdadm --stop /dev/mdX and then finally you can use your disk for new purpose.
