Hmm, there is still something that seems out of sequence.
I am unable to repeat this 'error' (which I suspect is not an error but just not a function for that field any ways).
There are two basic states that I can see which would cause some confusion.
The first state is when you load up the page to be edited. Then you select the element that has multiple classes on it. At this point you CAN'T delete individual elements for the obvious reason that if you hit delete it'll delete the whole element because it's selected.
The second state is when you click on the pencil icon in the Selector field. Here is obviously where you can create a new class but you can't delete anything because nothing is selected. If you hover over any of the classes you get the expected dropdowns (rename/remove on the last one, and rename on the higher-order of classes). At this point using a keyboard seems rather silly because you can very easily move the mouse a few millimeters and remove the last class. Delete won't work because nothing is 'selected' and only 'hovered' over. If you select the last element, the Selector Field reverts to a 'non-edit' state as if you first just selected the element main page.
However, if you hit backspace, because the cursor is in the 'create new class' position, THAT will delete the last class(like a normal text editor deleting the previous character/word).
So, where/when exactly are you trying to use the delete key?