Check that if that scale is being used somewhere. Go to scales then see if used is yes , then you can't delete the scale. Go to Grader report then see in which grade item you are using that scale. You can identify the grade item in which the scale is used by seeing the options of scale. Go to edit settings of grade item. See for the option grade type grade type it is set to scale, make it value. Now go to scale, now you can delete the scale showing status used:No.
Gradebook
Deleting a Scale from Gradebook
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