I'm actually thinking on returning the iPad on Friday to Apple. Limitations like this make me feel like I have over-estimated the iPad only lifestyle... and this is too much money to be simply not able to do something so simple :/
It is like cutting the cord (cable companies). There will be pains and gains.
I've yet to have the time to duplicate your efforts, but it is added to the list.
UPDATE:
Took a 40.1MB .mov file and 'locked' it.
Added to my iPad via AirDrop.
It appeared in Photos, easy to delete.
Then added it to iCloud Files.
Locked movie appeared and was easy deleted as well.
Added it to a Folder in Files.
Could not delete folder with locked movie inside.
Once I delete the locked movie, could delete now empty folder.
Finally dropped movie in folder assigned to another application folder on iPad.
Could not delete file, from application folder, but I could move it to a non application folder and then delete.
Sorry I could not duplicate your exact scenario.