I see from your screenshot that you have right clicked an image file (because of the options presented in the context menu), and presumably it is a jpeg or jpg file, as you say you have removed
wine-extension-jpe-desktop, and that has prevented one of the wine 'open in internet explorer' options from appearing when a jpeg is right-clicked. The other file that you want to remove is
wine-extension-jfif.desktop, and then no
wine options will appear when you right click a jpeg or a jpg.
If you take a look at the w3 standards page, you can see that jpeg jfif is known as the JPEG File Interchange Format; it is known as a progressive jpeg that is heavily compressed. Much more information and technical specifications is available in the official jfif pdf.
If you want other image extensions not to appear in the context menu as well, remove also
~/.local/share/applications. You can easily reassociate a wine program as an option with which to open these filetypes through the 'open with' dialogue or set as default via, for example,
mimeopen -d mypicture.jpeg. Although very few users probably use
wine programs to view images or edit them when excellent native Linux based programs are available.