Hi Predrag,
Thanks for reporting the issue to me. Sorry about the problem you are having. Here's a long(ish) story for you, but skip over the next story paragraph if you just want to learn how to get rid of those files.
STORY: When I implemented the support for multiple maps in a single kmz (a long time ago), I took an easy way out of dealing with the map deletion issue with that dialog. But since I don't really ever encounter multimap kmz files (I almost always create my own maps), I completely forgot about the deletion issue. Back then it was easy to delete any map just by deleting the kmz file from the external folder where Custom Maps kept the maps. Then Google started requiring that apps are no longer allowed to access the external folders on the device without asking permission every time from the user. So I had to move all the map files into the app's internal storage area unavailable to users. At this point I completely forgot about the multimap kmzs. Now the maps are stored in the internal storage area and can only be manipulated through the app UI. But there is no way to delete multimap kmzs in Custom Maps UI, just the error dialog. But there is a workaround...
SOLUTION: To remove a multimap kmz from Custom Maps, you need to export all the maps to a (preferably empty) folder on your device, then delete the exported multimap kmz file from the folder, delete all data in Custom Maps (or uninstall and reinstall the app), and then import back all the maps from the folder where you exported them, and set your preferences back the way you prefer them.
For the next release I will probably replace the dialog about map sets to just list all the maps in the map set that will be deleted along the map if the user selects to delete it.