This function is handled by the WooCommerce plugin and not by the theme.
It is not recommended to remove folders or coding directly from the WooCommerce plugin as there are regular WooCommerce updates and your changes would be undone when the plugin is updated.
Plugins which may do what you need:
https://wordpress.org/plugins/woocommerce-more-sorting/
https://coder.fm/item/more-sorting-options-for-woocommerce-wordpress-plugin/
https://www.skyverge.com/product/woocommerce-remove-product-sorting/
Or you could ask in the WooCommerce support forum: https://wordpress.org/support/plugin/woocommerce