Thank you for the link to the Apple Support article. The right click functionality is so subtle, I would have missed it entirely without your pointing it out. Yes, I was able to pull up the right-click menu and find the ‘Delete’ site functionality.
My response to the designers of your software interface is: “Give us a second way to do something that should be really obvious [e.g. delete a site] in case the first path isn’t readily apparent.”