If you ever make the mistake of associating a phone number with your Discord account, it is impossible to remove it without either changing it to a different valid phone number under your control or deleting your entire account. Neither of these are acceptable solutions. It should be a simple process for users to completely delete this potentially extremely sensitive information from Discord's servers. This behaviour also obviously doesn't account for any situation where a user stops having a phone number.
I understand that server admins can set the "verification level" to require new members have a valid phone number associated with their account in order to participate, as a heavy-handed anti-spam measure. It's worth informing the user of this via a confirmation dialogue. If they're a member of any servers with this setting enabled without being assigned a role, they should also be informed that they will no longer be able to participate in those servers once they delete their phone number from Discord.