Yes, allowing exact addressability in the remove UI would be sufficient.
But using the entire URL sounds a bit unnatural, and users might not think to use this form.
Supporting the deletion through the exact package name would be best in my opinion:
devpi remove msgpack_python-0.4.6-cp27-none-linux_x86_64.whl
Of course if both (url and wheel/package_name) could be supported (for automation purposes, the full url is returned by list for example), this would be best.