"/data remove" always traverses the NBT path to the end

net/minecraft/commands/arguments/NbtPathArgument.java

public static class NbtPath {
    ...

    public int remove(Tag target) {
        var parents = Collections.singletonList(target);

        for(var i = 0; i < nodes.length - 1; ++i) {
            parents = nodes[i].get(parents);
            // If `parents` is empty, we could return 0 here.
        }

        return apply(parents, nodes[nodes.length - 1]::removeTag);
    }

    ...
}