TL;DR => How do people feel about REMOVE-EACH locking the array which is to be removed from during the removal process (so it appears unmodified while running the loop body, even if removals have been indicated). Then all the removals would be effected at the end. Else, we are going to have to get rid of it as a native, and it will be written as a mezzanine with FOR-NEXT or something. I explain below.
Most iterating constructs in Ren-C apply protections to the iterated series. This ranges from DO, to PARSE, to CASE, etc. While it may seem "more flexible" to not put a temporary lock on a series during such iterations, this introduces quite a number of headaches.
Lack of a lock means the code doing the iterating must have some kind of safety across modifications, and that's not free. If you're lucky enough not to crash, you still wind up with a hodgepodge of semantics.
For instance, what should this do?
cases: [ true [ print "hi" loop 10000 [insert cases [true [print "expanded"]]] ] true [ print "tail" ] ] case/all cases
R3-Alpha did not cache the series tail at the beginning of the CASE, nor is it caching pointers to values in the block. It rereads the series length each time through the loop after user code has run (which has a "cost"), and compares the current index to that. Then, Do_Next() has to speak in terms of the index and block, re-fetching it each time. Hence you get
hi hi hi hi... until you run out of memory.
Those wacky folks over at Red do cache the length. Which means you get
expanded and that's it. If you're curious about what happens when you shorten the array being iterated, well...
>> cases: [1 [print "1" clear cases] 2 [print "2"] 3 [print "3"]] >> case/all cases 1 2 3 >> cases == 
And yes...there it goes, reading beyond the tail, into essentially invalid memory. If they had a garbage collector and it ran, it would presumably not protect the values beyond the tail...and these stale reads could crash on GC'd pointers inside those values. These kinds of bugs were everywhere in R3-Alpha. My crystal ball suggests Red will probably try patching with something that fetches the length each time--but again, each such patch adds a bit of cost, to preserve a nonsensical invariant, and... I'll just stop before I get on too much of a rant here.
I'm glad to say that the workings of frames in Ren-C do the right locking and permit caching, plus generally having workarounds for getting the dynamism people were seeking with the above kinds of manipulations.
But this brings me to the topic of the question: the problematic primitive remove-each. By its very definition it removes things from a series without creating another series. That means that series can't be "locked" during the enumeration...at least not if you expect to see the effect of the removals during the enumeration.
Moreover, if you're going to see the effects during the enumeration it is very inefficient, effectively O(N^2). Each time you do a removal, you have to slide all the data in the underlying array to fill in the gap and leave a coherent array.
Basically, the native's hands are tied to where it gets nearly no benefit from being a native at all. One might as well implement it as a FOR-NEXT, and then at least the fact that the construct is all usermode would mean that one isn't fiddling with trying to write it in C and do all the bookkeeping of caches.
It is technically possible that the array could be locked during enumeration, flip some bits on the values in the array as it went, and then when REMOVE-EACH is finished do a compaction all in one step. That means that you would not see the effects of the removals until after the loop was done. We don't exactly have a ton of bits we can use for this inside the values themselves; so you might wind up with a parallel dynamic allocation of a bit array to do this.