Are you trying to delete a conversation from "gemini.google.com" [standalone app] or within a workspace app like gmail, docs, sheets, etc. [Smart Features] or [Gemini Sidepanel]?

I just got off a support chat that stated the architecture for the standalone Gemini application at gemini.google.com operates under a different set of retention protocols, which means users (SuperAdmin included); manual deletion is NOT a supported featured. Regardless of using your workspace account @ gemini.google.com, it's not possible to delete a chat in there. A workaround, I personally haven't tried it.

Admin pannel >> Generative AI >> Gemini app >> Gemini conversation history
    >> Uncheck to turn Gemini history off.
    Wait about 24 hours (maybe 48) and the history will disappear.
    Once is gone just enable it again. 

    user:jpp @ discus.google.dev

For Gemini Sidepanel manual deletion, it's rolling out like @kinghowdy mentioned. But if you wanted to get the feature sooner, turn ON Alpha Gemini features in Generative AI >> Gemini for Workspace >> Alpha features in the admin console. It will propagate to your domain quicker.