Understand your issue, but I think its done that way on purpose. Imagine this scenario:
A user posts a really relevant and useful comment to your profile, its long and the only issue you have with it is that it contains an affiliate link. You as the owner of the profile have the option to: IGNORE IT/ DELETE IT, which do you choose......?
What you really want to do is update it to remove the affiliate link. Thats the reason the option is given.
If you want to disable that option for your site you can change the template at:
/modules/jrComment/templates/item_list.tpl around line 74 that looks like this:
{if jrUser_is_admin() || !isset($item.comment_locked)}
{if $_params.profile_owner_id > 0}
{* profile owners can delete comments *}
{jrCore_item_update_button module="jrComment" profile_id=$_params.profile_owner_id item_id=$item._item_id}
{jrCore_item_delete_button module="jrComment" profile_id=$_params.profile_owner_id item_id=$item._item_id}
{else}
{* site admins and comment owners see this button *}
{jrCore_item_update_button module="jrComment" profile_id=$item._profile_id item_id=$item._item_id}
{jrCore_item_delete_button module="jrComment" profile_id=$item._profile_id item_id=$item._item_id}
{/if}
{/if}
and comment out the update button so it looks like this:
{if jrUser_is_admin() || !isset($item.comment_locked)}
{if $_params.profile_owner_id > 0}
{* profile owners can delete comments *}
{*{jrCore_item_update_button module="jrComment" profile_id=$_params.profile_owner_id item_id=$item._item_id}*}
{jrCore_item_delete_button module="jrComment" profile_id=$_params.profile_owner_id item_id=$item._item_id}
{else}
{* site admins and comment owners see this button *}
{jrCore_item_update_button module="jrComment" profile_id=$item._profile_id item_id=$item._item_id}
{jrCore_item_delete_button module="jrComment" profile_id=$item._profile_id item_id=$item._item_id}
{/if}
{/if}
and that will remove that button.
--edit--
Alter it by any of the means outlined here:
Docs: "Altering a Modules Template"
https://www.jamroom.net/the-jamroom-network/documentation/development/1051/altering-a-modules-template
updated by @michael: 07/15/16 10:05:37PM