Can’t delete a category

Hello,
There is a category that I called ‘a mentor’ that is impossible to delete even if there is no more posts in the category?
It says: “Deleting a category does not delete the posts in that category. Instead, posts that were only assigned to the deleted category are set to the category a mentor”.
I don’t understand, I deleted all posts related to the category, why can’t I delete it? 🙁
Linda