Currently the identity is always created with the workspace- it is used for Synapse Pipelines, and without the identity this feature will not work. It is also an option when creating linked services and is often given permissions to SQL Pools, though neither is required.
Even if you are not planning on using the Pipelines feature, an alternative to deleting the user would be to limit it's permissions as there is no guarantee that the scope of its use won't expand in the future. The thing you will need to remember if you choose to limit or remove it will be that you could run into unexpected errors in the future that may require expanding the scope of its permissions or turn the managed identity back on.