Maybe it is where the folders were created, not that you created the folders, that caused the message?

I'm just guessing here but were the folders located under a protected parent folder such as 'Program Files' or 'System'.

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Another point - Did the folders contain files? I have had similar issues in the past whereby I had to delete the files first before the folder could be deleted. Maybe this is to force you to make 'considered' individual file deletion to ensure that unintentional 'blanket' file deletion does not happen. Again, I'm just guessing.