Answer
This is expected, not a bug — but which Aurena you're on matters: on the legacy Apps10-era Aurena client, some administrative functionality (including deleting Background Jobs) simply wasn't implemented, so IEE was still needed for that kind of admin task even for an otherwise Aurena-based user base. In IFS Cloud's Aurena client, this administrative capability is available directly, without needing to fall back to IEE.