I've just run another test here, creating a test .doc file, making a new .indd doc and plcing my test.doc file as a link.
I tried first deleting the test .doc file, and I was able to unlink it just fine, then I restored the delted file, undid the unlink, modified the test file in word so ID would see it as modified as the links are showing in your screen shot, and that also unlkined just fine. Worked with linking both enabled and disabled in the prefs, too.
One thing I notice here is that you don't actually have a .doc file selected in your screen shot. You can only unlink text and spreadsheet files, so unless you select the correct file type the option will remain grayed out.