How to Delete Mailing List? (See Error Message)

I accidentally entered the Mailing List the wrong way. Needed to delete and try again.

When I tried to delete as the doc suggests I instead I received this message:

Quote

"Before deleting, remove this list from your newsletters blocks and promotional pop-ups."

What is going on? Do I need to wait?

I have not setup any Newsletter Blocks OR Promotional Pop-ups. I looked. Could look again.

Thanks for any tips!