I would like to add something else:
This is the only game I ever encountered this particular issue, but if you use the same account on multiple worlds YOU CANNOT DELETE ONLY ONE WORLD, only your account and thus all worlds.
It's a pain in the ass if you have either bought diamonds or progressed beyond the 'safe -point' because then the world you do not want to continue with hangs around forever.
It's not a problem if you play on really different servers, like a US world and a European one, but the US worlds are all the same.
It's why I used different accounts for every world when I bumped into this problem.