 You could just leave it, I would say, or make sure both ends are disconnected so you don't have a short. But that should run through the turn signal switch so that it opens that wire. Is it working fine now with the brakes on? Does one signal work and the other signal? Okay, if it's working just fine, I would probably just, instead of pulling out the wire, maybe just disconnect it on both ends. Find out where the other end goes to.