Deleting rows in a protected sheet in Excel

I am using Microsoft Excel 2016.

I created a document, entered data in it and protected it from the review tab.

The options that I allowed for anyone who gets access to this worksheet (without unprotecting it) are:

1. Select Locked Cells

2. Select Unlocked Cells

3. Insert Rows

4. Delete Rows

The problem that I am facing right now is that when I am trying to insert a row, a new row is inserted, but when I am trying to delete a row, the row is not being deleted. Instead a dialog box appears saying "You are trying to delete a row that contains a locked cell. Locked cells cannot be deleted while the worksheet is protected. To delete a locked cell, first remove protection using the unprotect sheet command (Review Tab, Changes Group). You may be prompted for a password."

Am I wrong somewhere? Have I missed something?

Please let me know a solution to this.