Appears to be a Conflict with Malwarebytes, turning off the software resolved the issue, which seems a bit suspect...
The error you posted specifically states that it needs administrator permission to make the change / delete. This is a computer generated message not from the game itself.
You can try right-click the main folder the files are in and checking the folder permission to ensure no unusual permissions are set or even changing the permissions of the folder which will apply to everything in it to set to allow all or something and then try to delete again.
Whatever is going on the computer itself is not allowing the files to be removed.
If there are other users on the computer, try disabling or removing them or setting all of them as admins and trying to delete again.
Appears to be a Conflict with Malwarebytes, turning off the software resolved the issue, which seems a bit suspect...
It's possible it could have read it as a false positive. I used to use malwarebytes but I was also getting issues with it. I currently use Super AntiSpyware
