Hi Julio ,
I am not sure about deleting site on online but on server you can delete it .
If you are getting these option is tableau online as well ,but still not able to delete the site ,that means its a default site . And you cant delete a default site not even on tableau server . Please confirm with your account manager whether its a default site or what .
Also attaching a link on how to delete site on tableau server may be you can get some help from there .