The My Downloadable Products block has the customer-account-navigation-downloadable-products-link name:

//app/code/Magento/Downloadable/view/frontend/layout/customer_account.xml

<referenceBlock name="customer_account_navigation">
<block class="Magento\Framework\View\Element\Html\Link\Current" 
name="customer-account-navigation-downloadable-products-link">
        <arguments>
            <argument name="path"xsi:type="string">downloadable/customer/products</argument>
            <argument name="label" xsi:type="string">My Downloadable Products</argument>
        </arguments>
    </block>
</referenceBlock>

You should remove the links with help referenceBlock
You can do it in Magento_Theme/layout/default.xml

<?xml version="1.0"?>
<page xmlns:xsi="//www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:View/Layout/etc/page_configuration.xsd">

<body>
<referenceBlock name='customer-account-navigation-downloadable-products-link' remove='true'/>
</body>
</page>