Those are actually leftover “capabilities” rather than roles. The only way to remove them is to remove each capability from each role that has it. If no roles have the capability, the capability technically doesn’t exist. Therefore, it will not show in the list.
It doesn’t hurt anything to leave them there, but it’s nice to clean them out once in a while.
I have deleted all other roles that may have produced these capabilities leaving me with keymaster, club member, subscriber, and administrator( don’t see any other options there)….but they still get stuck there. But if they don’t do any harm, I don’t mind 🙂
Technically, you can’t delete capabilities. You can remove them or add them. Capabilities only exist if they are added to a role. So, if you remove these capabilities from any roles that have them, they’ll no longer appear.
Side note #1: You could do this with any capability, even core WP caps. However, Members retains a backup copy of core WP caps in case someone removes them.
Side note #2: I’ve thought about building an add-on plugin for capability management (Members is a role manager). I wasn’t sure how much interest there’d be in such a plugin though.