If I press and hold on an icon, a trash can appears at the bottom. It seems that is how you remove icons off the main screens, but oddly it shows up when in the full application launcher too. Dragging to the icon makes it turn red, and does nothing when you drag an app there.
Either there's something weird going on with your phone, or you're oddly misinterpreting the UI.
When in the full app list, you can press and hold an icon to put it on one of the main launcher screens. When you do this, the UI switches back to the main screen so you can place it. At this point, though, you're at the same position as if the icon has been on the screen to begin with. You can move it wherever you want, including to the trashcan to delete it from the screen.
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