What you are disabling are the alerts for mdstat, and not the collector itself.
In order to do that, you need to edit the configuration file of netdata agent sudo /etc/netdata/edit-config netdata.conf and find the configuration for [plugin:proc]. Inside that field, you will find all the data sources of the /proc collector. Go to the line that references mdstat, change yes to no, and finally remove the comment #. The comment is used to show the default values of these configuration options. Thus when we remove the hashtag, we create a new configuration option that is used over the default one.