Where should the line be drawn regarding political statements in a scientific report?

This appears to have been under the instruction of President Trump, as news sites reported data on the EPA website was removed.

Speculation usually doesn't belong in a scientific paper. This is especially true when it does not further the scientific purpose of the paper.

The rest of the statement - about the document no longer being available at its original link, and a note regarding its availability on archive.org, is fine because it is not speculation and serves an academic purpose. However, you actually don't need to resort to archive.org, because the document is still available on the archived state.gov site.

Like whitehouse.gov, the entire State Department website is routinely archived at the end of each administration, and the new administration can put whatever they want on their new site. (For example, at the beginning of the Obama administration, they replaced the Bush-era State Department site on climate change with their own.) The state.gov material from the Obama administration is still available; you just have to replace "www.state.gov" in the URL with "2009-2017.state.gov".

(P.S. an archive of the EPA website immediately before the transition, created in response to numerous FOIA requests, is also available: https://19january2017snapshot.epa.gov/)

Personal politics aside, I feel attempting to remove/removing any data from the internet is disgraceful, and I want to express that in my report

Well, that isn't putting personal politics aside, is it? That is literally going out of your way to put personal politics into your report. It doesn't belong there. Don't do it!

Instead, use your blog or local pub to vent your frustration on the matter. Meanwhile, cite the source material as succinctly and as factually as you can, without veering into unnecessary speculation.

As a general rule, if you have to ask whether something's appropriate then the answer is usually "no".

It is Fact versus Speculation.

Fact: The report was available but it was taken down.
Speculation: The report was available and [Walter Plinge] had it taken down.

If you write scientific article about technology, stay apolitical and stick to the facts.

If you want to comment on the fact you are referring to archive.org instead of state.gov servers consider this way:

Note on Citation 30: UNITED STATES CLIMATE ACTION REPORT 2014. The Available URL provided is from archive.org’s WaybackMachine, a project which aims to archive public facing sites for the future, protecting them from removal. On the 20th of January 2017, this report was removed from the state.gov website. This appears to have been under the instruction of President Trump, as news sites reported data on the EPA website was removed. The provided archive.org link from 23 December 2016 is the most recent version.