I figured out awhile back that simply hitting "remove from collection" doesn't permanently remove tracks from Rekordbox, and they usually show back up whenever you re-start Rekordbox unless you also delete the actual file in the database.
So here's what I've been doing when I need a mass purge: Create a playlist in RB named "delete" -> move all my unwanted tracks into the "delete" playlist -> select/highlight all the tracks in the "delete" playlist -> change the album name in RB for all the tracks to "delete" -> go to my music database in Finder (on a Mac) search all files for "delete" (anything I renamed with "delete" in the album name will show up) -> move all those files into the trash -> go back to my "delete" playlist in Rekordbox and with all those files selected "remove from collection." Then they are permanently removed. Maybe its not efficient, but it works. Or worked...
Now in RB 6.5.0 I do all the same workflow but it doesn't seem to change the Album on the file to "delete" so I can't locate the files I want to delete. It does change the album name in rekordbox, but when I go the path shown on the source file the album title doesn't change. Yes, I can search for each individual track to delete them but thats a total pain