How to reproduce:
1. Open the attached '1282801.zip' project and open the 'Test' Scene
2. Open the Animator window ( Window > Animation > Animator)
3. In the Hierarchy window select 'AnimatedCube'
4. In the Animator window open the Parameters view
5. In the main section of the Animator window double-click on 'New StateMachine'
6. Disable 'Auto Live Link' and enter the Play mode
7. In the Parameters view enable 'MyTrigger' and observe the Animator window
8. Exit the Play mode
9. Unmute the transition between the 'Entry' and 'Left' states
10. Mute the transition between the 'Entry' and 'Up' states
11. Enter the Play mode and enable 'MyTrigger'

Expected result: The muted transition doesn't get executed
Actual result: The muted transition gets executed

Reproducible with: 2018.4.28f1, 2019.4.13f1, 2020.1.10f1, 2020.2.0b8, 2021.1.0a1

Note:
-reproducing this issue is not always consistent, sometimes it works as intended