No delete image option for images on memory card

I am trying to import images to my computer, and they successfully import but
there is no option to "delete from device". I can see it in the advanced
otpions to "always delete from device" but it never delete items.

Also when in Computer >> Removable Disk(e there is not option in the
context menu(right click) to delete or cut files. I have checked the lock
option on the memory card itself and isn't in the locked position.

Any help would be greatly appreciated as I need to delete images using the
camera.