@IvanCzek,
This is the design of those networks. The network from the Kasa Bulb is only a connection directly to your phone, and the bulb does not have a connection to the internet at this stage.
These networks are only used while the devices are being set up and will be disabled after the plug successfully connects to your Wi-Fi network. Please go through the setup in the Kasa app, which will either automatically connect you to this network, or will prompt you to manually connect during a step of the process.
I would recommend unplugging all your smart devices that are not yet configured and reconnecting them one at a time for setup. This way there will only be one setup network available at a time. If you are having trouble setting up the device, you may try a soft reset to reset the network connection of the smart device., especially if it was connected to your previous wireless network