To be able to delete directory synced users on Office 365 dashboard, you have to disable the sync first on your on-premise server:
1. Open Azure Active Directory Module for Windows PowerShell
2. Connect to the Office 365 server by running this cmdlet in PowerShell and enter your Office 365 admin user (e.g. email@example.com):
3. Run this following command to disable directory sync:
Set-MsolDirSyncEnabled –EnableDirSync $false
It may take to 72 hours for the deactivation fully done.
4. Check if the sync was fully disabled by this command:
5. Go Office 365 dashboard and delete the users you want