I have now found 3 other patients with the same issue.
As I mentioned, un-codified drugs on the allergy list are easily identified, since they are in italics. The "Remove" button works for these. "No Known Drug Allergies" is in plain text, similar to the codified drugs. But the "Remove" button doesn't work.
This is similar to the way that the checklist to the left of the allergy window works. If you check off penicillin as an allergy, it appears in the right side of the list. If you try to click on "penicillin" and use the "Remove" button, does not remove the word penicillin. This can only be removed by clicking off the check box on the upper left.
I've turned in the "bug" report.