@Pasquale Gagliano
I have tested and found the same from my side. I believe this is a bug with AzCopy and have opened an issue with the service team. You can track the issue here.
I found that the equivalent CLI commands with the same token. As a workaround you can use this command:
az storage blob delete -c containername -n blobname --account-name name --sas-token "?sv=2020-04-08&st=2021-09-14T22%3A35%3A28Z&se=2021-09-15T22%3A35%3A28Z&sr=c&sp=wdl&sig=REDACTED"
Hope this helps. I will track the GitHub issue and provide any updates when they become available.