Why can rm remove read-only files?

All rm needs is write+execute permission on the parent directory. The permissions of the file itself are irrelevant.

Here's a reference which explains the permissions model more clearly than I ever could:

Any attempt to access a file's data requires read permission. Any attempt to modify a file's data requires write permission. Any attempt to execute a file (a program or a script) requires execute permission...

Because directories are not used in the same way as regular files, the permissions work slightly (but only slightly) differently. An attempt to list the files in a directory requires read permission for the directory, but not on the files within. An attempt to add a file to a directory, delete a file from a directory, or to rename a file, all require write permission for the directory, but (perhaps surprisingly) not for the files within. Execute permission doesn't apply to directories (a directory can't also be a program). But that permission bit is reused for directories for other purposes.

Execute permission is needed on a directory to be able to cd into it (that is, to make some directory your current working directory).

Execute is needed on a directory to access the "inode" information of the files within. You need this to search a directory to read the inodes of the files within. For this reason the execute permission on a directory is often called search permission instead.

Ok, according to your comment to ire_and_curses, what you really want to do is make some files immutable. You can do that with the chattr command. For example:

e.g.

$ cd /tmp
$ touch immutable-file
$ sudo chattr +i immutable-file

$ rm -f immutable-file
rm: remove write-protected regular empty file `immutable-file'? y
rm: cannot remove `immutable-file': Operation not permitted

$ mv immutable-file someothername
mv: cannot move `immutable-file' to `someothername': Operation not permitted

$ echo foo > immutable-file 
-bash: immutable-file: Permission denied

You can't do anything to an immutable file - you can't delete it, edit it, overwrite it, rename it, chmod or chown it, or anything else. The only thing you can do with it is read it (if unix permissions allow) and (as root) chattr -i to remove the immutable bit.

Not all filesystems support all attributes. AFAIK, immutable is supported by all common linux filesystems (incl ext2/3/4 and xfs. zfsonlinux doesn't support attributes at all at the moment)