Like many people I’ve really struggled with this mostly because the word IMPORT doesn’t do what one expects it to do . Nor, I expect,does the dustbin icon actually "delete".
Now, finally, I’ve got my shiny new “Real Full Score Copy” template set ". However, It still contains the default template which it refuses to delete . I can ‘delete’ any template I create but that’s not what I want to do .
The Default page template is the template used for every new page in the Layout. You can’t delete it, otherwise Dorico wouldn’t know what to do when you needed another page.
You can delete any page templates in the set that you create, other than the Default and First, which have to be in every set. (It looks like you’ve renamed the First template, but it still has its “first-ness”.)
To sum up: Every set is made of a Default page, and a First page; and any other page templates you care to create, which you can apply to pages manually.
@FredGUnn (IIRC) has a means to assign a custom template set as the default if one is willing to do some simple alteration of Dorico’s xml support files.
So the question I need to ask is :
is each “page template”
a specific instance only within a page template set
or
an object that has a life outside of any page template set.
If (1) then its makes sense that every page template set has a default page template as then the “default page template” in one page template set is distinct from the “default page template” in another page template set. (Even if that default page template was originally created as clone of an other existing default page template ).
If (2) then basically each project has a simple list of page templates and each page template set is a bag that contains a number (always 2 ?) of page templates. In this model each bag must have a default page template - and those objects may be shared between bags.
It doesn’t mean I don’t love 
using Dorico or appreciate your efforts!!
Sorry.