delete a product that added to an order
Commerce is protecting its own data integrity - if you were able to delete a product that's referenced by an order line, the next time you view the associated order something would break.

You'll need to remove the product from all associated orders before deleting it; I think the easiest way to do so would be to construct a View using Views Bulk Operations, select Line Items filtered by the relevant product ID, and bulk delete them. Obviously this will have an effect on existing orders, but since the product is attached to the line item by its ID, there isn't really an alternative (short of rewriting a bunch of stuff in Commerce).