The areas where pixels are removed should be set as 'unclassified' in your output classification.  This is appropriate because ENVI would know nothing about their reflectance so could make no comparison to training data sets.  If you wish to have these areas as classified, then you may have to manually set them to the class you believe they should be.  Or, you can create another classification using a different image that does not have clouds in these areas, and combine the two classifications.