Because you can not delete a group if it has customers in it. And there is no easy way to move all customers to another group via the admin.

Warning: This customer group cannot be deleted as it is currently assigned to 2170 customers!

Find the customer_group_id number of a Customer Group

You can find the customer_group_id from the Admin URL, or by checking the oc_customer_group_description table

Find all customers in a particular group

SELECT * FROM `oc_customer` WHERE `customer_group_id`=1

Move all customers in one group to another group

UPDATE `oc_customer` SET `customer_group_id`=3 WHERE `customer_group_id`=1