Hmmm, somehow that is an extra surface/solid object and there is some problem with creating the display mesh for it. The missing display mesh is interfering with the selection process.

I'll investigate why the display mesh is not working for that object, but here is a method to delete it - select everything you can with the mouse, then do Select/Invert - at this point that funny object is selected even though it doesn't look like it. Now you can do delete to get rid of it.

- Michael