You defined the storage under Datacenter, Storage. Removing the underlying disk does not change that. If you don't want the storage to be shown anymore, please disable or remove it from Datacenter, Storage in the Proxmox web GUI.
If you click on "Datacenter" and then "Storage" (in the bar a little to the right), what do you see? There should be a "Remove" button near the top, which becomes active when you select a storage. It's the same place where you add new storage definitions. If all else fails, you could edit /etc/pve/storage.cfg.