@RobinInTexas
I've tried that on the other site with Wordfence installed that I want to get rid of, didn't work. I don't know why WP database cleaner/manager won't work with Wordfence leftovers. Other entries can be deleted easily, just Wordfence leftovers are very stubborn.
So, for those who want to try Wordfence, make sure you select the option;
Delete Wordfence tables and data on deactivation?
This way, if you want to get rid of it later on, there will be no leftovers when it is deactivated or deleted.