im not sure but isnt this automaticly released by the engine
when you change level and use physx_open() ,if you need to disable it
use pXent_settriggerflag(my, NX_TRIGGER_ENABLE, 0); ....

i havent tried removing one thats registered as a trigger,
entity pointer cant get removed ,still in use i guess,could this be a bug?

Compulsive compiler