Sorry, we don't support deleting audiences just yet. The main reason is that we heard a lot of complaints about people accidentally deleting their goals and we wanted to avoid that with audiences. We're working now on a better "archiving" model for both goals and audiences that should prevent accidents on both. Stay tuned!
~ Unknown ~
You can now archive audiences in both Optimizely Classic and Optimizely X. This will prevent the audience from being displayed in the Optimizely UI. Of course, you can always unarchive an audience if you decide you want to use it again in the future.
Hope this helps!