The "Delete" and "Cancel" options are only available for reservations that are "OPEN" and don't have any payments attached to them.
If you refund the payment on an OPEN reservation, the Cancel option should become available. However, this typically doesn't work for reservations that are already in "Check-out" status.
If you'd like to delete/cancel a reservation that's already been checked out, you'll need to:
Open the agreement linked to the reservation.
Refund any payments on the agreement (if there are any).
Void or delete the agreement.
After that, the reservation's status should be updated to "CANCELLED."