The problem was that the asset I was trying to delete is an ImageCollection! To delete it, one needs first to delete each image individually before deleting the ImageCollection. 

To do so in the Java GUI:

 1. Click on the asset details
 2. Go to Images, delete each image (thrash icon)
 3. Then use the *Delete* button

Alternatively, if one uses the `earthengine` command line, one needs to pass the `recursive` argument to `rm`:

    earthengine rm --recursive collection_id