File lock possibly required to prevent accidental deletion of current...
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V3.57 in Windows 10, database open read-only from mapped network drive (‘Open database read-only by default’ is set in Options > System).
In Password Safe I used File > Open, and from the Windows file chooser dialogue I right-clicked the database I had open, and successfully deleted it without any sanity check or error being generated by the OS.
It was actually beneficial behaviour for me (usually I would have closed the database first), because I was replacing my database snapshot on a PC, from a cloud storage provider where I keep my live database, maintained with the Android PasswdSafe apps. BUT it may not be good for everyone, so flagging it in case it is not desired behaviour.
V3.64 Win 10, and it's still possible to delete the active database without warning this way.