You may want to repost this question under the appropriate forum. This one is for discussions related to the Roku community itself.
That said, you're right. Clicking the Edit button above the list displays X's but clicking them doesn't do anything.
If it's a movie you want to delete, have you tried fast forwarding to the end? That should essentially "fool" the algorithm into thinking you've already watched the show. If it's a TV show I don't think that will work unless you fast forward through every single episode.
onn Roku 43" TV model 100012584 running version 12.0.0
Twenty plus years of online experience as a web developer, general user and consumer. Recording engineer. Sixty plus years of troubleshooting and problem solving in several fields. Here to help and get help when I have issues with Roku. Nothing more. Not here to socialize. That's what real life is for. 😉