Steps to reproduce:

1. Create new project
2. Create script "A". By default, it inherits from MonoBehaviour
3. Create new GameObject (e.g. cube)
4. Attach "A" script to previously create GameObject
5. Change the script to inherit from ScriptableObject
6. Select GameObject and try to remove this script. Only Edit and Reset options will be available

Note: Script can be removed by inheriting back from MonoBehaviour or in GameObject's inspector's script "A" component setting "Script" field to "None" and then removing missing script.