Good question! Just selecting a single dimension within a system will delete all the dimensions in the system.
After looking around the online Help files, I came across the trick to delete a single dimension from a system: First you have to deactivate the "Dimension System Selection Mode" and this is done by clicking a little icon in the Tools toolbar (Drafting Workbench). The icon looks like two dimensions with a yellow arrow (see attachment). If this icon is orange, the entire System is selected, but if it's not orange, then a just one (or more) dimensions within the System can be selected.
So,
1. turn-off the Dimension System Selection mode
2. select the unwanted dimension
3. press the DELETE key
If you do want to delete the entire system, turn-on the Dimension System Selection mode