Reproduction steps:
1. Create a new Project
2. Import "Walls.png" and select Texture Type Sprite (2D and UI) in import settings
3. Drag "Walls" into the Scene and make the Scene is in the 2D view
4. Add a Polygon Collider 2D to "Walls" in Hierarchy
5. Edit Polygon Collider 2D and delete all Collider Vertices until you are left with 2 separate triangles/Polygons

Expected result: you are able to delete one of these Collider triangles
Actual result: you are not able to delete either of the triangles

Reproducible with: 2017.4.37f1, 2018.4.17f1, 2019.2.21f1, 2019.3.1f1, 2020.1.0a22

Notes:
1. When attaching Polygon Collider 2D it creates a separate Polygon for each of the areas separated by transparency and you are not able to remove either of these Polygons
2. If only one of the created Polygons is needed, a possible workaround is to align them with each other