It's entirely up to you whether or not to comply with ShareX's request.
I generally don't like the current trend of trying to de-list web addresses or censor content.
It can also be problematic since you have no way of absolutely knowing whether or not ShareX's claim is true.
If ShareX is indeed correct (and I suspect they are) in their claims, then Lollipic is definitely in violation of the terms of the GPL by not providing their sourcecode. And that is legally actionable - although that isn't a realistic option for most small developers. If NeoxScreen is publishing source, then they are NOT in violation of the GPL. And aggravating as blatantly cloning something can be - it's still within the terms of the GPL IF source is made available.
So again it's your call. I find myself conflicted in that my personal sympathies are squarely with the SourceX developers; however, my political and ethical principles don't like the idea of taking down a review that was made in good faith just because somebody doesn't like it - for whatever reason - good or bad.
If the SourceX request was politely worded and non-threatening, I'd most likely leave the review up - but include a note up top about SourceX's complaint (or a copy of the request they sent you)
plus a link to the Reddit discussion about it. I would
not remove a review or link purely based on somebody's say-so.
(Note: if the FSF, or some other recognized 3rd party, formally called it out as a GPL violation, that would be an entirely different matter.)
But that's
me. YMMV.