The conjecture is wrong. Asymptotically, the proportion of removed numbers is, as Ross Millikan found, $\log 2$.
We can see that also in a different way: For $k < \sqrt{N}$, we remove the numbers $k\cdot p$ for all primes $\sqrt{N} < p \leqslant \frac{N}{k}$, and since no number $\leqslant N$ can have two prime factors $> \sqrt{N}$, we count no number multiple times. So the count of removed numbers is
$$\sum_{k=1}^\sqrt{N} \left(\pi\left(\frac{N}{k}\right) - \pi(\sqrt{N})\right) \approx \sum_{k=1}^\sqrt{N} \pi\left(\frac{N}{k}\right) - \sqrt{N}\pi(\sqrt{N}).$$
$\sqrt{N}\pi(\sqrt{N}) \approx \frac{2N}{\log N}$, which for small $N$ is a sizable proportion of the numbers $\leqslant N$, but for large $N$ becomes insignificant.
For the sum, we underestimate $\pi(x)$ by using $\frac{x}{\log x}$, so
$$\begin{align}
\sum_{k=1}^\sqrt{N} \pi\left(\frac{N}{k}\right) &\geqslant \sum_{k=1}^\sqrt{N} \frac{N}{k(\log N - \log k)}\\
&\sim N\int_1^{\sqrt{N}} \frac{dt}{t(\log N - \log t)}\\
&= N\cdot\log 2.
\end{align}$$
Generally, if for $1 \geqslant\alpha \geqslant \frac12$, we remove the multiples of all primes $> N^\alpha$, the same argument shows that the count of removed numbers is
$$\sum_{k=1}^{N^{1-\alpha}} \left(\pi\left(\frac{N}{k}\right) - \pi(N^\alpha)\right) \approx \sum_{k=1}^{N^{1-\alpha}}\pi\left(\frac{N}{k}\right) - N^{1-\alpha}\pi(N^\alpha) \approx \sum_{k=1}^{N^{1-\alpha}}\pi\left(\frac{N}{k}\right) - \frac{N}{\alpha\log N},$$
and the sum is asymptotically
$$\sum_{k=1}^{N^{1-\alpha}}\pi\left(\frac{N}{k}\right) \sim N\int_1^{N^{1-\alpha}} \frac{dt}{t(\log N - \log t)} = N \int_0^{1-\alpha} \frac{dv}{1-v} = N\cdot\log \frac1\alpha,$$
so to keep half of the numbers $\leqslant N$, we must choose $\alpha \geqslant e^{-1/2}$.