Do you see a hierarchy in the WebUI?
Configuration can be done on every level of the hierarchy and will be effective also on lower levels. Example: if I configure an SSID on Managed Network level, it will also be active on ArubaLAB and on md7005.
If you see that message, the configuration was done before on a higher level than where you now try to remove it. Move up (you can click on the labels) and try to delete it there.