OrderEntry is preventing the removal of tax statuses from the company profile, likely because current or historical transactions exist that could have transactions that use this status. Changing this would affect all tax groups, not just any new groups you would created. I don't expect that the data will ever have all transactions purged.

It is possible to add new tax statuses to the profile, but not remove them.

Usually you just leave the tax rate as zero for unnecessary jurisdictions in that group. Is having that tax status in the company profile causing a problem?