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Pretty hard not knowing what kind of adhesive they use but I would probably heat it up with a hairdryer / heat gun until it weakens, like they do when they replace iPad screens.
 
From looking at their product manual, it states that the adapter is stuck on using cyanoacrylate ester.

It seems the lock package contains both an adhesive tape and cyanoacrylate glue. If the tape is used instead of the glue, then you might be able to pry it of with a plastic tool, like a spudger or a card.

If the glue is used instead, acetone should work. But you have to be careful not to get it on any rubber or plastic parts of the display assembly, or the display itself, as it might make the parts cloudy or even remove the anti-reflective coating from the glass surface.
 
I'd contact Kensington and see what they recommend, then put a small amount somewhere you won't see it to make sure there is no discoloration/ damage to the MBP.
 
If it's double sided adhesive, warm it up with a blow dryer then slide a fishing line or floss in between the lid and adapter. Heat up the rest of the remaining adhesive and peel off as much as you can. Switch to using googone to wipe off the excess residue.

If it is glued on using cyanoacrylate (superglue) then I would open the lid so that you don't have any chances of getting fluid anywhere near ports. With the lid vertical, put drops of acetone in the space in between the lid and adapter so it starts dissolving the polymerized glue, do not try to peel it off without dissolving the glue first.

The aluminum on a MacBook is anodized to be all the same color, this protection will resist most any solvent short of an acid like oven cleaner. Wise to use a q-tip to test a small spot on the bottom lid (cheap to replace) just in case. Good luck!
 
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