Hi there,
Thanks for writing in! Yes, this is definitely not an X theme issue. If you are not able to delete unused themes, then something is wrong with your WordPress. Did you install your WordPress via a one click or similar script from your hosting? If so, are you referring to themes automatically installed by that script? If not, and the themes you are trying to install are themes that you manually installed, something is preventing it. It’s possible it may be caching, but since it is giving that message, it’s really seems to be something else.
You will need to tell your host in more detail what is happening. You can tell them, we verified, it’s not from our end. Thanks!