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.