I don't know why this is happening and all I can offer is a work-around:
Open the Recycle Bin.
Select the files that you want to permanently delete.
Hold down the Shift key and press the Delete key.
Answer Yes to the dialog box.
This method may also be used to bypass the Recycle Bin and permanently
delete files.
Use this file delete option with care, because (without using special
programs) you will not be able to retrieve the deleted files.
Hope this helps.