It shouldn't be that way. The catch is that there are two reasons why it is that way:
- Misunderstanding of Neutral vs. Ground
Neutral and ground are connected together in one place, normally in the main breaker panel. But because they are connected in that one place, and because a test in a properly functioning electrical system will show that connection between neutral and ground anywhere in the house, and because there are other historical situations (3-wire dryer connections) where neutral and ground have been connected, some people assume that it is OK to connect them together, possibly even thinking it is helpful to connect them together. If that is the reason for this connection, disconnect it and you will slightly improve safety with no downside.
This can take the form of using ground instead of neutral or neutral instead of ground for a bunch of reasons. For some of those reasons, disconnecting the wire will have no ill effect. However, if the reason was to work around a broken neutral then you will find something no longer working properly.
If you end up finding something not working properly after disconnecting the wire, you will have to carefully check each part of the circuit (everything powered by the same breaker) to figure out where the problem is and determine how to fix it.