Use MATCH to determine whether each row in column A appears in column B, then filter column A to only the rows for which MATCH returned #N/A (i.e., that row’s value in column A could not be found in column B):
=FILTER(A:A, ISNA(MATCH(A:A, B:B, 0)))
If A contains duplicates and you want to reduce the result sequence to unique values, just wrap the whole thing in UNIQUE:
=UNIQUE(FILTER(A:A, ISNA(MATCH(A:A, B:B, 0))))