I would like to remove all risk sub-categories fields on all risk types. How did I do this?

There is a system setting which when switched off, will hide the risk Sub-Categories on all risk types. 

The setting is located under Administration > Configuration > Settings. 

The setting is on page 3, called "Hide Risk Sub Categories in Initial Risk Assessment screens".

Note: There is also a setting to hide secondary risk categories if you wish as well (underneath that setting).