I'm in the same boat! Rename is hit and miss but Delete is horrendously slow every time! I'm trying to migrate users to Pro from ArcMap/Catalog and they aren't happy about basic things like this.
I've also tried to do this programmatically for Feature Classes in memory, FGDBs, and EGDBs and in every case it takes a ridiculous amount of time to do.
We're running Pro v3.1.1.