They remain enrolled in the course, the email looks like this:
```
${_("Dear {full_name}").format(full_name=full_name)}

${_("You have been un-enrolled in {course_name} at {site_name} by a member "
    "of the course staff. The course will no longer appear on your "
    "{site_name} dashboard.").format(
	course_name=course.display_name_with_default, site_name=site_name
    )}

${_("Your other courses have not been affected.")}
```