If I click "try again" sometimes after 4 or 5 tries the file finally is deleted. It seems that with the Preview Pane active File Explorer thinks the PDF is open in another program. How do I fix this problem so I can delete PDFs in Windows File Explorer with the Preview Pane active?
Thanks for all the suggestions. The one that fits my work flow well is Amr's .
"Simply choose the file with your mouse, hold down the shift button then click on "Delete".
It will permanently delete the file, which is fine."