In order to unassign a capability from a user, you would need to go directly to the identity in question. Drill down into the Identity view, go to the User's User Rights tab. On that Tab, you will see a list of all Capabilities that might be assigned to the user.
In order to unassign the Compliance Officer for example, you would hold the CTRL key and then left-click on the key to remove the highlight from that capability and then click the SAVE button.
The reason for holding the CTRL key is that if there are any other capabilities assigned to that user, you may not wish those to be unassigned as well, you may only wish to remove the one capability. By holding the CTRL Key and removing the highlight from the single capability, you ensure that no other capabilities are removed by accident