If it makes a difference, I saved my Session with its samples, patterns, and separate banks.
Is the session open ?
I have only seen this when the session was currently open.
I had resaved it with a new name & folder, and was trying to delete the old name & folder, while the new one was open.
Yeah, you will probably find a close and reopen of Beatmaker with no project loaded will let you delete.
Not ideal i know.