Most WordPress users have a free theme on their website. Almost all free version of WordPress themes has Proudly powered by WordPress text in the footer. WordPress is totally free, due to that, the free version of WordPress usually give the credit with this text.
It is highly recommended to put that text in the footer, because of this reason, free version of the theme generally not have the option to remove that text. However, the premium version always has this option.
Even if you are using the free version, you are allowed to remove or replace that text. Because lack of option or setting on your theme, you need to do it yourself.