If you have your roles set up so that users can not delete records then they will also not be able to remove relationships between two records.
changing the following will allow this.
within the meta data of the sub panel in question.
you are looking for the following
'remove_button' => array ( 'vname' => 'LBL_REMOVE', 'widget_class' => 'SubPanelRemoveButton', 'module' => '', 'width' => '5%', 'default' => true, ),
and you want to change the variable of remove_button to close_button and save, repair and rebuild and you should now be able to remove the relationships but not the records.