You should be able to delete a layer with the delete key.
Like in any other Adobe program you should be able to just press the delete button instead of dragging the layer to the trash bin icon.
Ai and Ps and other apps have slightly different paradigms for layers.
In Ps everything is a layer. In Ai 'layers' are usually 'root groups', and all objects, while being layered, are not called layers. So Delete does delete the selected objects, but the layer that does contain these, is always selected.... thus making Delete work for Layers will delete all objects on it, which is not suitable for a lot of users. We could have targeted a Layer... but there is no hotkey for that too! I believe having it would have solved the problem, and this is what I vote for.