I did come up with a workaround: click on the color I want to delete, delete it, and then ctrl+Z to undo the change on the color wheel, but how tedious is that?!?
What would be great would be a checkbox on the Options dialog to turn this off (i.e. make it so selecting the colors in the Scheme Colors area DOESN'T affect the color wheel). That way, I can select the color and then use the "Assign Color to Base Color" button to do this (something that I won't be doing all that much, because I've already Added it to the Scheme, so how often am I going to want it back on the wheel?)