Sorry, I haven't used iTunes to sync or remove photos since iCloud Photos was released and at that time there was no Remove button. Photos were removed at that time by using the Apply button after changing the selection of photos to be synced. Hopefully Phil can help and if not, there is a Contact Support button at the top right of this page.
Other than that, you may want to try syncing one new photo to the phone and then try the Remove option again -- I haven't ever done that since the Remove album but it may be worth a try. If you have 3 albums previously synced and you sync 1 new album without including the previously selected album, that deletes the 3 albums that were previously synced.