You can delete if you wish as James has pointed out, but when you save back the smf using the PA sequencer/editor save routine, it overwrites the midi header bar anyway which is where these are stored...the header bar is NOT visible in any standard sequencer, but it is there!!
What you WILL have to delete is the unwanted MIDI data that may be embedded in various tracks and at various locations throughout the MIDI file.
A common "trick" amongst smf programmers when faced with the limitations of the GM spec sound bank (even the GM2 bank which is not much better!!).
With upper level sounds available there is usually no need to "layer" sounds within tracks, and for the most part the header bar patch data is sufficient.
Have a look at apps like GN Midi, which have "batch" erasing capability. IE you can select a folder with ALL your smfs in it and then have it batch delete ALL patch data for example...this will then process ALL the files in one go and would leave them "clean" with note only data, ready for the PA3 sequencer...
There are many more methods, this is just one
In any case, I would STRONGLY recommend you do all the data deletion (bank and patch, controller, sysex, etc ) in an external DAW sequencer or program....It can be done on the PA, but it is a little more fiddly...
I tend to use Sonar for the "dog work" using the PA3 instrument definition file to load the "expected" patch I want to use, then import the midi into the PA3 for fine-tuning, and re-allocation of patches if necessary....
Hope that helps some,
Dennis