Apparently this is the correct behaviour. The documentation in incorrect when it says that these methods are overridable.
The methods Count, Remove and Clear are actually both overridable AND not overridable. They are overridable in the base class of the Collection, but in the inherited class they are declared as not-overridable. Microsoft say that this is a documentation mistake which will be corrected. We are supposed to use OnClear and OnRemove methods instead.

Stephen