Unused objects can be removed from the Objects panel by saving the level (CTRL+B) or exiting and restarting MAX. Or at least exiting out of your level and coming back in. The main thing is to save your level. That just saves the objects being used in the Object panel and removes any unused ones.
Intel i9-10900K 5.10GHz, 64 GB RAM, Nvidia GTX 1080 ti 11GB, Windows 10 64-bit, dual monitor display