Yes, you are only allowed to delete data which is part of your current world.
if your current Word is "Full World" (World 1), and you still cannot delete an object, it contains data which is no longer part of the full world.
typically this happens if you remove the fixture/channel ID for fixtures that has data in your showfile.
you need to either delete the fixtures completely from fixture schedule, or give them an ID, to include them in full world.