You can remove the album from your device just fine; This is about removing it from your account, which is contingent on the provider you have the account with no matter what company you're dealing with.
I remember raging about this back when it happened and my coworkers couldn't understand why I just wouldn't like a free album, and am I bothered by two half-naked men embracing each other?
I would need to ask my apple masters, if they please remove U2 from my device? No thank you.