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Off late when you click & hold any videos in the continue watching list all I get is an Open option. Nothing else. It's irritating since it mostly shows videos that I have finished watching already.
Basically if you hold the option with Remote, pop up will show for the remove . If that is not working then it is inherit from the parent app., check for example, if you see anything in the continue watching on the prime app, please try removing there. Else the last idea to clear updates from the Android TV home under the system apps . Still you face the issues need to remove the we activity on the Google account.