System Preferences -> Keyboard and look under services then uncheck it.
However this didn’t work for me, in Chrome it still appears.
/Library/Contextual Menu Items/ is empty for me too.
~/Library/Contextual Menu Items/ doesn’t exist.
Oh crap, turns out you can’t turn it off: https://apple.stackexchange.com/questions/37566/is-the-lookup-in-dictionary-context-menu-option-hardcoded-in-google-chrome-for
See this issue in my opinion it seems to be now Google’s mo to remove control from the user. Too bad Firefox has really sucked of late.