BUG::cannot delete Data destination

I think maybe I have experienced the same issue.

If I remember correctly, in order to solve this I made a duplicate of the query (right click the query name then click duplicate). The new query you are getting will be similar to the one you already have, but it should be without the Data destination.

Or, maybe I solved it by going into Advanced Editor of the original query, and copy the contents (the M code). Then I create a blank query, and open Advanced Editor of that blank query and paste the contents from my original query. This new query will be similar to the original query but without a data destination.

After creating a new query identical to your existing query (but without the data destination), you could delete your original query, if that is okay for you.

Anyway, I encourage you to create a support ticket so the support team can have a look at it. I think I also had the same issue like this sometimes.