It's working for me.
WPF has this thing where the first action on the GUI might not work correctly, so click though the GUI or switch tabs.
If you've changed skill gem positions, either due to weapon swapping or moving slots, you'll want to Refresh Skills first, and then try again. Remove All if an entry is stuck due to being invalid (although that shouldn't happen anymore).
Lastly, the "Remove" button is for the combobox, not the listbox. If you're trying to select a skillgem and click Remove, it won't remove since it's using the ComboBox selection to correctly find the skillgem entry to remove, which in turn automatically updates the ListBox though the underlying binding.