The option to remove folders isn't present because there may be assets used by scene you created still in the folder. The morph data files (PMD) don't show in the library but they may be used by scenes.

Deleting a folder has to be done at the OS level. Right click the folder in question then Show in Explorer (Finder). Examine the folder in explorer. If it's truly empty it's safe to delete. Trash the folder in Explorer. When you go back to Poser refresh the library folder above where you deleted the file.