I opened a bug report about Connect IQ app not being able to delete side-loaded apps any more. This is the answer I got from Garmin:
'I did talk to my team here before reaching out with the last email we just wanted to make sure we were sure about the process you were using. As that is not how apps have been designed to be loaded to the watch, it makes that the app is having trouble removing them. Since these are also unreleased apps you are using. The short answer is that if you want them to be able to be removed the conventional way, you will need to load them the conventional way. I understand this may have worked in the past, but with updated to both IQ and a major update to Garmin Connect 5.0 its likely that was removed."