Hi @Jeremy_R and welcome to the Forum,
As it stands, you still need to empty columns before you can delete them. So you can either delete all tasks under this column or move them somewhere else. You should then be able to delete your Section.
The good news is that today we’ve started rolling out an update allowing you to delete Sections even if they contain tasks. This new feature is currently available to 20% of our users and will be able to everyone within the next couple of days.
Hope this helps, but please let me know if you have any follow-up questions!