It is partly the theme and partly WP.
The bottom right is the ‘Footer Menu’ area.
If you have not created a menu to display in the ‘Footer Menu’ location and you do have a page that is set as your privacy policy page in the WP settings, then the theme will display a link to your privacy policy page.
Three different ways to remove this;
- Go to ‘Settings’ > ‘Privacy’ and unselect the page that is currently set as your privacy policy page (choose the “– Select –” option to choose no page)
- Make your currently set privacy policy page (can be any page you choose) as a draft/unpublished
- Create a menu and set is as the menu for the ‘Footer Menu’ location.
Hope this helps.