Would connecting it to my MBA be an option?
You can absolutely do a factory reset using the MacBook by downloading the restore file and erasing the device, but Find My will still be turned on. However maybe if you reset it and shut it off after, it will be able to be removed using the Find My website. You can also try removing it from the devices list on the Apple ID website and on iCloud dot com. Removing it from all three might do the trick. Usually removing a device from one is enough but perhaps not anymore.
Otherwise, it's not good. Activation Lock is great for preventing theft and resale I guess but I really don't like it, especially as a buyer and seller of used Apple products. It was one thing to make sure of a clean IMEI. But now with Activation Lock you can get screwed so easily when buying used iPhones for cheap and trying to resell them. It can turn itself back on too, with an Apple ID that wasn't the most current used with the device as a bug. And now it's on everything Apple makes. iPhones, iPads, Apple Watches, and now Macs. It's a bear to deal with. And it's on by default.