Generally, using a linked list is preferred if you're removing very often from the middle - and especially if you're also storing a large amount of elements.
Actually you'd be surprised. Whilst theoretically list does do the removal quicker, the search for what to remove is still O(N) for both vector and list, and vector has better cache coherence so performs this search significantly faster due to less cache misses. Fast enough that vector can outperform list overall, simply because all those cache misses add up.
It's this reason that even himself advocates viewing vector as the default container, and only using a specialisation like list or set when needed (i.e you need iterates to remain valid after a remove) or when profiling shows you that the removal is costing performance and that the specialisation does indeed overall out-perform a vector.
I'm not entirely sure what's your point because I've already said that using std::vector for storing integer-sized objects will likely be cheaper than using an std::list. I read Bjarne's article about std::list in which he was basically encouraging people to think twice before using it because of the very same reason mentioned in the posts above - and I totally agree with him.
Besides, I know that the time complexity for finding the element is the same for both a linked list and an array - and that's why I said that it's always best to measure. Because the thing is, that adding an element in the middle of std::vector is another O(N) in the worst case - and if you're storing a lot of large objects, then copying/moving them will likely diminish any benefit of having the L1/L2 cache-friendliness of an array - and in fact would make linked list a much better solution.
That's also the reason I said that a lot depends on what you'll be doing with the data because if you only add/remove from the middle occasionally, then you probably won't gain much from using std::list - but if it's something that is done every game frame and especially on a container that is supposed to be storing large objects, then that's a different story.