@Cheluvappa, Balaraju Thanks for posting in our Q&A. For this issue, it is not related to windows 365. It is more related to Microsoft 365 Defender.
Based on my research, I find that the user has the "Search and purge" role will have the permission to execute the delete action.
https://learn.microsoft.com/en-us/microsoft-365/security/office-365-security/remediate-malicious-email-delivered-office-365?view=o365-worldwide#what-you-need-to-know-before-you-begin
To get more accurate help, it is suggested to contact Microsoft Defender support. Here is the support link:
https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/contact-support?view=o365-worldwide
Hope it will help.
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