When the VPM is installed, the VPM-XML will be inspected to ensure it is correct before the VPM-CPL file is being generated. When an offending object is identified, a prompt with option to Keep or Remove is displayed. Clicking the Remove button does not remove the object from the VPM and you will be prompted again.
The Remove button does not remove an offending object from the VPM. It will only prevent it from being compiled into the VPM-CPL. When Keep is chosen, the offending object will be compiled along into the VPM-CPL.
To remove the offending object, you will have to do it manually in the VPM. Locate the object within VPM. If it is a rule, delete the rule and then install policy. Once the rule referencing the object has been deleted, then delete the object.