Thank you for your reply. Yes, I'm logged on via the web portal. I'm using Outlook that is bundled with Microsoft 365, not the desktop version. Here's what I see when I click the three dots.
There is no option there to remove members. The responses I've seen in the Microsoft Community Outlook forum instruct me to select the group and click Delete Member on the ribbon. But with Outlook in MS 365 there is no ribbon.
I discovered the problem. I am in fact not the owner of the group. I remember creating this group, but when we migrated to Microsoft 365 I must have allowed or somehow caused a colleague to be the owner. So that is why I cannot delete members.