Sorry, there's no way to delete an imported shape (object) with cga. In addition to being able to delete them manually (as you point out), you can also delete them in a python script with ce.delete().
The keyword NIL in cga is applied to a shape in the derivation shape tree, which is created when cga code is run. This is a different meaning of "shape" than what you describe above. The keyword NIL will delete the geometry of a shape in the derivation shape tree.