Have a look at the logs. There should be a detailed error message in the log.
I would recommend trying to use the Permission helper in Jira Cloud to check to make sure that your permission scheme for the project where that epic exists have been set to allow you to do this. Walk through the permission helper and enter in the issuekey and select the delete issue permission then submit to see if you actually have the ability to do this given your current permissions.
Even if you do not have this permission yet, the helper will provide specific links to where you can change this permission should you have the rights to do so.
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