I've learned this yesterday, on version 8 when you import from a different instance, the module is marked at a "system" module and it cannot be deleted. You have to manually modify the database records to get this functionality. Here's what I was told by Kentico:
In case you would like to edit imported/staged modules, you can edit the value ResourceIsInDevelopment in the CMS_Resource table. Please just do not do this for system modules, as it may prevent you from future hotfixes/upgrades.
Here's a quote from the docs:
When you create your own modules, they are in "development mode" on the given Kentico instance, and you modify them in any way.
When the package is imported on another instance of Kentico, the module automatically becomes sealed and is no longer in development mode (i.e. it is not possible to edit the module's properties, or create new classes, UI elements, permissions and settings).
So once you make that modification, you can then go and delete the module.