Leaked passwords

You can delete the username/password from Passwords or from Keychain Access. Just find the entry, select it, and hit the delete key. If you click "Edit" on the Passwords info on that password, you can also delete from there.

You can't remove anything from a website that doesn't exist. Nor could anybody access your account on a website that doesn't exist.

The point of the message is that the passwords you have used are now freely available to populate password cracking "Dictionaries." It doesn't mean your account was compromised.

If the site doesn’t exist, what would be the point of keeping the password entry, much less changing it.