I contacted customer care chat. Very fast and friendly service. Now feature request is in development queue. No timeline though 🙂
As there is no functionality available I was advised to contact Squarespace Trust & Safety Team <privacy@squarespace.com> and few hours later got a reply from them (see below). This will solve my problem but not sure if this approach is helpful for others. And reading their answer explains a bit why implementing delete-button might take some time 😅