It seems to me, that it is not possible to delete last folder with points in the Data window.
I have exactly 7 folders and the last one has the big blue + sign in the place where I need to touch to delete the folder.
I think its a bug.
Workaround: Create folder AAA, then it is possible to to delete the last folder in the list, because the + sign disappears after scrolling. At the end you can delete the AAA folder.