The Quick Answer
Products and Collections can't be removed from the URLs screen because they're managed through your catalog. This keeps your AI and store inventory in sync.
How to Remove Items from the URLs Screen
For Custom URLs:
Find the URL in the list
Click the trash icon
Confirm removal
For Products:
Go to Catalog → Products
Toggle Available off for items you don't want the AI to recommend
For Collections:
Go to Catalog → Product Groups
Toggle Browsable off for collections you want to hide
Why the Trash Icon is Disabled
The disabled trash icon on products and collections prevents accidental mismatches between your store and AI. When you hover over it, you'll see: "To remove Products or Collections, please make them unavailable or non-browsable from the Products/Product Groups screens."
This reminder points you to the right place to manage these items.