Your version should be much slower, as you use this.transform which does internally a GetComponent() or at least a WrapperLessCall to the native code, which does the same thing or better returns the transform which is always present in a quicker way. I each case its still a wrapperless call, an extra call. Which will be done.
If you precache this.transform and use the cached value, it should be equal speeded.
this.transform seems like it would be a quick reference lookup, but from everything I read that is just not the case.
So in your original for loop, you were looking up this.transform every loop. Which means you looked up the transform myList.Count times. The speed increase comes from not getting this.transform over and over again, but only a single time and sticking the reference in Transform t.
Once you have cached a reference to the transform, it shouldn’t matter if you use myList.Remove(t) or step through it in a for loop.
EDIT: For something like this I would use whatever code is easier to read and maintain.