If an improvement isn't attached to a city directly (within the walls) it can't be destroyed by the owner...? If it's far enough away from the city you can raze the outpost, but then you also lose the other improvements, outpost upgrades, and have to make a new settler. If it's within the city's borders though there doesn't appear to be any way to raze it without somehow luring an enemy onto it. This isn't a problem for most resources since there's no reason to ever want them razed, but things like monster lairs that keep spitting out useless units or shards you want to convert make this really annoying.