How can I remove a directory from the list that drops down when I click the logged admin name in the upper right corner of Azure Admin Center?
(To be clear: I don't want to delete a directory, but only remove it from the list?)
You cant self-remove your access, you have to ask the other party to remove you from the directory.
But I am seeing something strange: in my dropdown list, I have a customer's directory in which I am only a guest.
Why is such directory listed in my account in the Azure admin center if I am not an administrator?
You can delegate permissions to Guest as well (https://docs.microsoft.com/en-us/azure/active-directory/users-default-permissions), and even without the permissions, you can still access some basic information about the directory.