Are you looking at images in an album. The default action in an album is to remove it from the album.
This is because you can have the same image in multiple albums - and if you delete it, it will be deleted from all albums. Is this what you want?
If it is, hold down the CMD key will in the image menu, and you'll see "remove" change to "delete"
But before you do, be certain this is what you want. Delete will remove it from all albums, and "all photos". It will be completely deleted from your library - gone (and after 30 days) unrecoverable.
If you are trying to fully delete it - note that first it will be moved to the "recently deleted" folder for that 30 days - so you won't get any space back until that 30 days is over and it is automatically fully deleted. If you want the space back immediately - you can go into "recently deleted" and manually delete from there. IF YOU ARE SURE. There is no going back - no recovery possible - once the image is gone from "recently deleted"