I'm afraid it is not possible using capabilities. Adding, removing and editing are all controlled by one unique capability (see capability 34 in http://docs.moodle.org/dev/Roles#Core-level_Capabilities; they didn't thought it was necessary to split (you may disagree, of course )
I think it shouldn't be hard to edit the code to remove the delete icon, it this is enough for you (it would about involuntary and non-too-savvy-users voluntary deletions). I'll try to research when time permits. If anyone can give more info about this, it would be welcome.