'Privileges dependent' error when try to drop a role/user even if there are no database attached and no role attributes
PostgreSQL isn't MySQL. You can't drop databases or users without being attached to some database.  Based on the error message, the database you are attached to in order to execute the DROP USER statement is the one whose public schema has privileges granted to the doomed user.

Schema grants are not attributes of a role, so don't show up in \du.  To see them, you would use \dn+.