Thanks for all the input!
I took a look, the sitemap was submitted a while back where it didn't have the page filter, i'm thinking that Google indexed that which included the bad link. Otherwise there are no links to the page on the site (via Link Slueth check), the Sitemap does not contain that link, and although not explicitly removed in the robots.txt, it shouldn't matter.
We are doing a link removal request, once gone we'll re-index the sitemap and see if it still shows. I'll up vote you all since you all provided great feedback!