Removing items form Entity Collection or TypedLists, won't delete them from the database.
But you have 4 options to perform this task:
1- DeleteEntityCollection() / DeleteMulti() which deletes all entities inside an EntityCollection from the database.
2- Loop on the items and delete them One by One.
3- Add the items to be deleted to a UnitOfWork and commit them in one action.
4- Use the DeleteEntitiesDirectly method (available in the Adapter model only).