Chris,
Thanks for clearing that up. As noted everywhere on here, I don't use Imported Items much, so I may say something inaccurate or stupid from time to time.
I tried every possibility and you are correct. It's basically a little weird.
If you try to delete the actual file from the folder while the file is displayed, Windows correctly tells you that you can't since the file is in use. When the file is open, and you delete the icon on the left it will delete the icon but not the file. And, as you stated correctly, deleting the icon on the left while the file is not being displayed, deletes it.
I find that all to be very misleading and dangerous. It would seem safer and more accurate for the icons on the left to behave much like shortcuts do. So, if you have a file in a folder on the hard drive in Windows and make a shortcut to your desktop, deleting the shortcut does not delete the file. And, in fact, you can delete the shortcut even if the file is open.
While having to browse to the actual file to delete it after you have deleted the shortcut, may be a bit of a pain; it seems far better than having someone accidentally delete a shortcut or icon or whatever you would name it and also delete the file.