Attached a little example with a slur. Curious: I can’t delete the slur. It’s possible to select the slur, but I cannot do any operations on it.
slur.zip (382 KB)
You only can do this in write mode. Maybe you are trying it in engrave mode?
Dear UMahnken,
It’s not a slur, it’s a tie! You can cut it : select it, press u or the scissors tool in write mode.
It’s more complicate …
I open my uploaded Dorico file and there is no slur anymore. But before saving the file there was a slur, see the screenshot:
And this slur behaves as described.
Has this been an imported xml file? I have seen the strangest things in such files.
Ok, I was quite surprised when I opened your file, and well, I thought maybe today was a tough day 
So this slur never appeared on my computer. No idea what it might be.