If that plastic is to hold in the blue granules, the plastic will not melt. Best way to try it is to put the dehumidifier on a tin pie plate. If it does melt, you won't mess up the oven. They are cheaper enough so there wont be a big loss.
As I know, you should not remove the plastic. Its purpose is to keep the balls contained yet visible for you to know and replace them when they're saturated (they generally change colors when that happens).