Can not delete emails with orange tags

Why can I not delete emails with an orange “tag” and how did those emails get that tag?

I just tagged an email, orange and then deleted it.

Perhaps the email has been tagged before you downloaded it from your email host? I believe Gmail does that… but not sure.
Do you have a RULE set up that sets a tag?
Is there any information in Menu>Tools>Operations window regarding the delete attempt?
Who is your email host?
What version of eMC are you using.