Using:
yum --setopt=tsflags=noscripts remove fail2ban-0.9.3-1.el6.1.noarch
Seems to have removed it, I found it on the following link: http://www.linux-pages.com/2012/08/error-in-preun-scriptlet-file-was-supposed-to-be-removed-but-is-not/
Then using plesk installer I installed f2b again and...