Excel stores macros in modules. If you delete a / all macros from a module, the module itself is not deleted. excel will send the 'enable macrs' alert when it detect a moidule, even if the module is empty.
1) open the workbook
2) hit ALT + F11 to open the VBA editor
3) Find the entry for your workbook & select the 'Module' entry.
4) Delete the 'Module'
Even though the macro has been deleted, reference to its preexistence, e.g. the module it was in remains and that is what VBA is referring to it.
To alleviate getting the undesirable message, you will have to remove the remnants of the macro via the the VBA project window ... e.g. you may have to delete the module in which the deleted macro once resided.