Solution:

There is an existing bug on this issue. 

Below is the workaround. The  License Server Admin set can be removed from the database directly by means of an SQL script.

The customer needs to modify the line "SET Name = 't3'" to use the name of the set you're wanting to delete.
This is for SQL Server.

DECLARE @Name NVARCHAR(max)
SET @Name = 't3'

-- Remove users from the set:
DELETE aa
FROM MGR_LICSRVR_ADMINSET_ADMIN AS aa
JOIN MGR_LICSRVR_ADMINSET as aset ON aa.ADMINSET_ID = aset.ID
WHERE aset.NAME = @NAME

-- Remove servers from the set:
DELETE ag
FROM MGR_LICSVRADMSET_LICSVRGRP AS ag
JOIN MGR_LICSRVR_ADMINSET as aset ON ag.ADMINISTRATIVE_SET_ID = aset.ID
WHERE aset.NAME = @NAME

-- Remove the set itself:
DELETE MGR_LICSRVR_ADMINSET WHERE NAME = @NAME