A customer recently turned me on to this "feature design". In OneDrive for Business, (web UX), if you select a file or folder, and then click the "Share" button, you'll be presented with the ability to share the item with individuals. After doing so, at some point, you may want to remove some of the users you're sharing the file with. If you open the permissions pile, and select change permissions, you'll need to click the "Advanced" option. When you do this, you'll be told your item has unique permissions, and if you want to remove users, you'll need to click the "Manage Links" link. When the dialog loads, you'll need to select the "Shared with" tab. From there, you can select individuals and there's a "Stop Sharing" option. When you do this, and click save, NOTHING WILL HAPPEN! Currently, we only currently support the ability to stop the sharing the file completely. You CANNOT remove individual user(s). You must stop sharing and re-share the file with the list of users you want to be the currently shared users.
Hopefully this changes soon. I'll update this post when anything changes.