Cynthia welcome to the forums! You've hit one of those 'frictions' that have troubled me personally for a long time -- and I wish Tableau would fix/address soon, but alas my wishes are not Tableau's commands.
We have control over some tooltips in the data part of the viz. To 'delete' them you only need to delete everything in the tooltip dialogue box. But we don't have control (access) to the header or axis tooltips, and therefore they can't be deleted, formatted, edited in any way. I wrote this up as an Idea several years (?) ago, including lots of screenshot, suggestion on possible solutions, to no avail. My post seems to have fallenl on deaf ears. But as Tableau never comment on what is included/excluded in/from their 'Road Map' we have no way of knowing -- so "hope springs eternal!"
You can search for the Idea and vote for it, that might help a bit.
Thanks a lot for your help guys !! I will vote for the idea