The right-click "Delete" functionality is active for custom lists, only (i.e. if a list with structures is loaded into the Toolbox by the user).
Therefore, if you want manually to remove the substances with invalid CAS RNs from the data matrix, you can first save the current list in a .smi file (see the figure below) and 1) to load it again in Toolbox. After loading the file (using the "List" button) the "Delete" option will be accessible; 2) to open the file, delete the structures with invalid CAS, save the file and load it into the Toolbox.
Fig. 1 Exporting list in a .smi file