This Is Broken has a post about hyperlinks in Excel and specifically about how to delete them. I checked the help files and sure enough the post is accurate. That bit of help truly is broken.
At the end of that post is a link to a product that will remove hyperlinks for you. It costs $20. I didn’t try it out, but I’m sure that product does a fantastic job, is user-friendly, and is valuable to those who buy it.
If I wanted to delete hyperlinks, I’d do this:
Dim hl As Hyperlink
Dim ws As Worksheet
For Each ws In ActiveWorkbook.Worksheets
For Each hl In ws.Hyperlinks
But that may not catch them all.