I spent the last 30 minutes deleting a single level and wanted to add the solution to the wiki(page).
The next post helped quite a bit:
https://communities.bentley.com/products/road___site_design/w/road_and_site_design__wiki/26245/unable-to-delete-microstation-level
If a level is only in use in your current file it could happen it can't be deleted.
Just Compress your file and try to delete it again.
It worked for me.
Thank you for sharing!
For more information about the Road and Site design tools, visit the Road and Site design WIKI at: http://communities.bentley.com/products/road___site_design/w/road_and_site_design__wiki