I generally have a “home” Firefox window with my most used tabs pinned. Sometimes I close it before another window, so I was frustrated to “lose” it and having to redo my pins. But recently I discovered this feature. Joy!
…but you can?
Right click any bookmark under the hamburger menu, and select Delete Bookmark. It deletes. You can also delete all in the bookmark manager. But those seem like a non-issue, since they have to be manually created.
Same thing works under History in the hamburger menu. Right-click any item in history and select Delete Page. It deletes. Same as above, all can be deleted in manager or by selecting Clear Recent History > Time Range to Clear = Everything.
Firefox will not store history at all if you go to Settings > Privacy and Security > set “Firefox will” to “Never remember history”.
So… ?
You can’t right click and delete it from the history.
I tried it before commenting. You can.
But if it’s saving your history while being set otherwise, it sounds like you have a config issue.