Here is how you want to handle your issue. By working backwards down the list, you do not get the reference to the list incorrect because of deleting members of the list.
unique = {" BGG", " BSG", "None"};
For( i = N Items( unique ), i >= 1, i--,
If( unique[i] == "None",
Remove From( unique, i, 1 ),
)
);
Show( unique );
Jim