*While you should always test in sandbox first… !!
If you’re no longer using NetSuite’s integrated shipping (UPS/FedEx) and instead ship entirely through WorldShip/Ship Manager, deleting the UPS integration shouldn’t affect your functionally.
The warning about “voiding previously created Item Fulfillments” mainly applies if you’re still using NetSuite to generate shipping labels as they’re still referencing metadata used by these connectors—those links require the carrier registration. If you’re not doing that anymore, you’re most likely safe.
Also, removing the UPS account won’t affect the shipping methods under Setup > Accounting > Shipping Items—those are standalone and will remain selectable.
Consider running a quick saved search to see if any fulfillments still reference that UPS integration, but in most cases, cleanup is straightforward.