TA ver 2.02 (dunno if it's on Dl/DA, would think so though)
When one of the races 'dies', any Race-Wide agents you have assigned to that race are not refunded to you and you can not remove them. Furthermore, they're still spying on the dead race.
I had this happen on several games, so to be sure of what was happening, I enabled cheats to do a quick test.
Got myself 4 spys and a few Transports. Asigned the 4 spies to one of the AIs, and took over all their planets. The AI race I 'killed' disappeared off the espionage screen as expected, with all 4 agents. A turn or 2 later, I start getting reports that my intel-level with the suposed 'dead' race has increased to Low. Few more turns and get report that it's at Medium. Spam the end turn button and get report it's at High.
So not only can I not remove agents from a race that has 'died', I'm still receiving reports from beyond the grave.