Note that most of the Remote Server Administration Tools (RSAT) use the Distributed Component Object Model (DCOM) protocol and therefore don't depend on the WinRM service. This is why Disable-PSRemoting can't simply disable the service. In addition, third-party products might rely on the service. In Windows, the service is not only necessary for PowerShell remoting but also for remote server management with Server Manager (since Windows Server 2012).
It allows remote management of hardware and operating systems. The Windows Remote Management (WinRM) service is Microsoft's implementation of the WS-Management (WS-Man) protocol introduced in Windows before PowerShell. After running Disable-PSRemoting, it is no longer possible to establish remote PowerShell connections. However, these steps only add extra security. The warning messages you see after executing Disable-PSRemoting indicate you should take a few more steps to disable PowerShell remoting. Note that running Disable-PSRemoting does not prevent local users from creating PowerShell sessions on the local computer or remote computers. See Microsoft's documentation for more details about Disable-PSRemoting. Disable PSRemoting blocks remote access to session configurations