That's strange. In the "My databases" view, in the left side bar, can you see the delete icon? If so, can you see the tooltip when your mous is over? If so, what is the message?
After an unlink operation, you can delete the dSource normally. But there are some conditions that avoids you delete the dSource (for example, then there is a dependent VDB).
Let us know, please.
Regrads.
Gianpiero