I'm not 100% sure (but almost) that you can safely remove the virtual disks from the appliance. When you do this, make sure you select the "Remove from virtual machine" option (do NOT select the option to delete the files from disk)!
The virtual disks are mounted as "independent-nonpersistent", which - once the appliance is powered on - automatically creates a redo-disk (snapshot), and since the appliance is currently powered off, the real virtual disks show up.
I saw the same issue with an Acronis vmProtect appliance - which seems to work similar - a few weeks ago.
André