Seen this happen to a percentage of fruits but don't know why. As for removing, if your purpose is to look at it, do so. If you plan to eat it, leave it.

I have found over the years that types all plant types will produce an occasional fruit which will have some deformity. When this happens, it can make for the most interesting conversations... to say the least. If it were me I'd treat it as the the other fruit and see what comes of it.

Often the effect of weather or other disruptive influence at the time of pollination. Still edible - just look weird. ;)

My bell peppers are growing in shape of banana peppers 🤣, still taste good. Had bad crop don't know what went wrong.