I've run into this before. As far as I can see you cannot actually delete one of those replies. It just sits there hanging as "in need of editing".
It would
be nice to be able to delete them. I've had it a few times when I realised that it is a comment not worth editing/reworking. The latest was a response to someone else, who had their own comment deleted - mine made no sense without the context, so was not worth reworking.
I'm not sure what the moderators see on the back end, but from a users point of view it would be nice to be able to respond to the request to edit a post by deleting it.