How to check for and remove FileVault2 iCloud recovery key
You can run this command from the terminal to verify that your iCloud account has a recovery key:
sudo fdesetup list -verbose -extended
The list should include your OS users as well as a "iCloud Recovery Record".
The easiest way to remove the recovery key from the GUI is simply to disable FileVault 2 and then enable it again afterwards (this time do not store the recovery key in iCloud ofcourse). The process does take considerable time, but you can use the computer while it processes.