There is confusion because there a different things going on.
Calibre on you PC is 'The Library'

(the rest are just copies of books)
Kindle app seems to scan you device for books and shows them as being in the Kindle Content Library. Deleting those NEVER touches your PC's (Calibre) Library
Depending on how you sent them, books may be in other places (or Libraries) on your device. The Kindle app may not be able to delete them.
With Calibre showing tick in the On Device column (only shows when a device is connected), right-click: Remove books from device (if Calibre found more copies, it shows all found..you can choose which to delete)