You cannot delete a Datasource which is associated to an app.
- This is to ensure that you do not break an existing app -
Disassociate the Datasource
To delete the datasource you need to disassociate it from the app.
Go in the green plus symbol and select 'New / Remove Data Source' from the dropdown menu
This will bring the window which lets you remove the association of the data source to the app.
Select the Data Source then select Remove.
Delete the App
You can also Delete the app.
However, when you delete an app they aren't truly deleted and for that reason you will not be able to delete the data source until the app is actually fully deleted (still associated)
They go in the 'Deleted App' basket (this allows you to recover a delete app... that comes handy more often than not)
Once the app is fully deleted you will be able to delete your data source.