If you remove a member (or group of members) from your organisation, then any tickets/event bookings that they have made are removed. On the Event Booking Report, they will no longer be listed as a full row, but the number of deleted bookings is shown at the top of the page. They will not be listed in the CSV download.
So, if you want to retain the details of their event bookings in the system, then don't delete the member.
If you do want to remove members, then you may want to download the relevant event booking reports before you delete the members, so that you have a record of their event booking.