In Windows 10 Explorer why there is no delete "X" sign (how to delete)

[Ari94]

Today while using Windows 10 21H2, I noticed there isn't "Red X" sign to delete file. Please refer screen shot of two cases, Eternal Hard Drive which is "K" and a USB flash drive which is "E". Then at the end an image with "Red X" sign. I wonder why it appears and disappear, am I doing something wrong? Your guidance is needed.Thank you

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