This might be a bug. If a layer is locked or guides are locked I can't delete all of them. Say I use the Layers>Create Guides and I select remove existing guides, nothing will happen if guides are locked or the layer they are on is locked. Same with the View> Guides and Grids> Delete All Guides on Spread. I can see why this would happen as you might not want to delete every guide sometimes but it contradicts what the option says and becomes annoying.
Michael Lande commented
Would like a feature to delete all guides on all pages at once.