Do you see the highlights as individual comments in the Comments List panel?
If so, they may be locked. Right-click one of them and selected Properties. If the "Locked" box is ticked, un-tick it and click OK.
Now try to delete it again.
Do you see the highlights as individual comments in the Comments List panel?
If so, they may be locked. Right-click one of them and selected Properties. If the "Locked" box is ticked, un-tick it and click OK.
Now try to delete it again.