Why can’t I delete a text message

If you swipe from right to left on the message in the message overview, you get the option to delete the message. You can then find it in Deleted Messages, where you can either leave it there for 30 days, where it is then deleted automatically, or delete it immediately.

If your device does not respond when you choose to delete messages, try closing the app and restarting your device, then try again.

How to delete and restore messages here:

Delete and recover messages on your iPhone or iPad - Apple Support

The message you cannot delete, can you find a message from the same recipient in Recently Deleted Messages? If so, delete the message from there and go back and try again.

What you mention should be a known bug, in previous iOS 16 versions, have you checked whether you are updated to the latest version (Currently iOS 16.2)

You're welcome.