Status messages are classed as forum content, along with threads/posts and other items such as media.
I'm guessing that you can't remove it from the ACP as managing content is the role of a moderator on the front end. The roles of administrator and moderator are distinctly different and forums may want an administrator that has no capabilities on the front end (just as forums have moderators with no back end capability). As such, it probably should be kept as it is with no ACP capability to change or remove the status message. However, it does seem inconsistent to have something visible in the ACP that you cannot change.