In Mx 9 the only way to remove data from the local database is to use 'Synchronize everything' . If the Sync Config is set to 'Nothing (Clear data)', the data will be removed from the device. However, the Sync Config is not applied for 'Synchronize selected' or 'Synchronize unsynced', so if you use these, the objects will remain on the local database.
In Mx 10 a new function is introduced, 'Clear from Device' https://docs.mendix.com/refguide/clear-from-device/
This will allow you to clear data locally withut deleting the objects from the server database. (Note it only works at the entity level - you cannot select to clear some objects and not others).