Strange prompt when trying to remove / delete shared calendar

Hi

Normally when I want to remove someone's shared calendar from the list in Outlook I right click and choose "Delete Calendar" and it goes.   

But I have one user that for some reason when he does this he then gets the following prompt and if he clicks Yes then all the other persons calendar items literally get deleted and end up in the users deleted items folder?? 

Why is this behaving differently on this one users machine?  I am stumped?   Any ideas please?