I think the difference is that OnUserRemove is part of the modUserClass and should fire whenever a user is deleted from the DB, regardless of the method. So it would fire even if the user was removed this way:
OnUserFormDelete is fired by the user/delete processor. It will only be called if the processor is used to delete the user. I can't find any cases where that processor is called, but that doesn't necessarily mean there aren't any. If it is called, my guess is that it would only fire if the user is deleted in the Manager in Security -> Manage Users.
OnUserDelete doesn't exist in 2.2.8.
I've found with this kind of thing, the best way to investigate is to create a plugin tied to one event that logs something, either to the error log or by writing to a chunk, then try deleting a user in various ways and see if the plugin code is executed.