Hi,
There is no option to do that.
It would actually be hard to do as the list is constructed dynamically based on the orders of the customer, their products, and the files of these products.
So there is no entry you can delete to remove a line from that list since you don't want to allow the customer to delete the order, or the product in the order, or the product, or the file in the product.
Thus, that means it would require adding a new table in the database to store the downloads, add some code when the order is created to add the entries in it, redo the listing to base itself on that table instead of generating the listing dynamically, and then you could add the delete button.
Basically, it's a lot of work to allow for that.