That's right, the built-in file and image content types stop you from deleting records that are currently in-use / related to other content types. This is because if you delete that record then there will be some array or UUID properties somewhere that are referring to the object and you'll break your referential integrity.
The "easiest" way to resolve it would be to find where the object is used, remove the relationship(s), then delete the object.
It would be possible to extend dmFile and/or dmImage into your project, then override the
delete method using a copy of that method from
types.cfc, but you could end up with the integrity issues I mention above so I wouldn't really recommend it. Another possibility would be to improve the output so that instead of telling you the object can't be removed, it could list the other objects that the item is related to.