I'm not a GUI person. Too many years on the command line...
Right click and go to SQL view. Try the delete syntax I provided. If it works, then to to designer and see what designer shows it like.
No need to close and re-open. You can click the help bell to pull in other Experts. I've added the Microsoft Access Topic Area.
As long as the delete works, not sure why you have to do it through the GUI.
Something like:
delete from myTable where myTableKey in (select some_col from your_query)