May still have health insurance from previous employer, unsure how to proceed

A few months ago I was laid off from my previous job due to internal restructuring & budget tightening. I received my COBRA notification but since I already had a new position lined up with insurance I pretty much ignored it. I never double checked to ensure my plans were cancelled, which may have been a big mistake.

I can see from the insurance portals that my dental/vision insurance was cancelled on the date my previous employer said it would be, however it appears my health/prescription insurance is still active. I was made aware that this was happening after going to pick up a prescription and update to the new insurance when the pharmacist let me know they already successfully billed it to the insurance I had on file. I logged into the portal and sure enough, no indication my coverage was cancelled.

What am I supposed to do in this situation? I have read that I can’t be retroactively penalized for using the insurance once they do cancel it, but I’ve seen advice ranging from “don’t tell them and just coast it out” to “tell them immediately because once you are aware it becomes fraud.”

Surprisingly, my main concern isn’t fraud, its getting penalized by my current insurance for only getting bills sent to them if I technically have an additional policy because it has happened to me in the past.

Am I legally required to do anything? Or am I allowed to just take this as a bookkeeping error in my favor?