How do I delete certain users from receiving an email for approval when an opportunity is Closed/Won?

Alright. So this isn't a out of the box feature and looks like a custom implementation specific to your company. You will have to look at a couple of place to find how this email is triggered - 

1. Approval Processes. Since you have used the term "Approval" that sounds like there could be an Approval Process (Setup | Create | Workflows & Approvals | Approval Process) setup on the Opportunity object that would be responsible for this.
2. Email Alerts. Keeping aside the notion of approval, if what you intended was just a plain email then you would also have to look into Email Alerts (Setup | Create | Workflows & Approvals | Email Alerts). There could be Email Alerts configured to fire when an Opportunity has been marked as Closed Won. These Email Alerts are usually fired from two places - Workflows or Processes. An easier way to spot the Email Alert would be to create a List View() on the Email Alert like as below -