[skills] Support ug skill remove --mcp --location

[xsh310]

What

ug skill remove --mcp was interactive-only. This adds --location support so a specific set of
<catalog>.<schema> schemas can be dropped from the skills MCP connection's scope
non-interactively, and makes the no---location case behave like ug skill add --mcp: a picker on
an interactive terminal, a clear error otherwise.

Why

ug skill add --mcp --location (and its picker, from #588) had no removal counterpart. Scripts and
non-interactive callers could not remove a schema from the MCP scope, and ug skill remove --mcp in
a non-interactive shell fell into a picker that cannot be used. This makes the add and remove paths
symmetric.

How

• CLI (skills_remove): --mcp now accepts --location. With locations it calls the new
  remove_skills_locations_command; with none it opens the existing picker on a TTY, otherwise it
  errors asking for --location. --path and --skills stay rejected with --mcp, and --agents
  scoping is unchanged.
• The removal core is extracted into remove_skill_locations_from_mcp, shared by the interactive
  remove_skills_command and the new non-interactive command, mirroring [skills] Add an interactive schema picker to ug skill add --mcp #588's
  add_skill_locations_to_mcp split. A schema not in scope is a no-op.
• README updated for the new usage.

Testing

uv run ruff check, ruff format --check, ty check src, and uv run pytest all pass (the
pre-existing test_e2e_user_agent / test_claude_smart_routing_v2 failures also fail on the base).
Added tests for remove_skills_locations_command (per-client removal, agent scoping, a
not-in-scope no-op, and the schema-less connection kept when the last schema is removed) and for the
CLI dispatch (--mcp --location, agent scope, the non-interactive no---location error, a malformed
location, and --path / --skills rejection).

Stack

Part of gh stack #576, on top of #588 (skills-mcp-add-picker).

This pull request and its description were written by Isaac.

---

_{Stack created with GitHub Stacks CLI • Give Feedback 💬}