Removing App-V 5 Packages that have context menus.
Community Chosen Answer
what you have is NOT a context menu, its a shell extension.
Which appears when you right click. in the context menu option.
What App-V v5 has done for you, is extract the Reg keys for the ShellExtension, and added them to the physical machine during the add / publish stuff.
So it is exactly as you are seeing, it has added physical keys to the reg, they are now being used by Explorer which is why you are having issues removing the app because it is, as the error implies, in use.