add_filter( 'wcfm_screen_manager_data_columns', function( $wcfm_screen_manager_data, $screen ) {
    if( 'messages' == $screen ) {
        if( isset( $wcfm_screen_manager_data[4] ) ) {
            unset( $wcfm_screen_manager_data[4] );
        }
    }

    return $wcfm_screen_manager_data;
}, 10, 2 );