To remove the data, launch HERE Maps and call up the context menu by clicking on the three dots. Go to Download Maps > Download New Maps. Long press on Bahamas, Cayman Islands and the USA. Click on delete. After a few seconds, you will have close to 2.5GB open on your Nokia Lumia 928 that you didn't have before.
As we said, some models are being released without those 2.5GB of data already tied up. If your phone is not one of those, and you really don't need to have the map data handy, there is no reason why you shouldn't free up the storage space by deleting it.