If you set the coefficient for deleting objects to a very high, negative value using the "Set Editing Costs" module in order to disable Zeus's ability to delete objects, Zeus is still able to delete objects.
Under these circumstances the message "DELETING ENTITIES IS NOT AVAILABLE" pops up and the warning noise plays but the object is still deleted regardless of this.
In the editor place a Zeus "Game Master" module and an accompanying player unit.
Name the player unit and enter that name into the "owner" field of the game maser module.
Place a "Set Editing Costs" module and under the "Delete" field enter a very high, negative value (I used "-1e10" as suggested in the "SHOW INFO" section for the "Set Editing Costs" module).
Synchronize the "Set Editing Costs" module to the "Game Master" module.
Preview the mission.
In the Zeus interface, place any object.
Select the object and press the "Delete" key.