Thanks for the permissions list. I see the problem and have tested it and get the same problem.
The permissions on your /etc/pihole
and on your /etc/pihole/gravity.db
are wrong. Yours are read-only for the group, but they should be read+write. Run the following commands to fix them.
sudo chmod 775 /etc/pihole/
sudo chmod 664 /etc/pihole/gravity.db
Now it will be working and you will able to delete your domain adlists using the process I described earlier on.
If you want to confirm permissions before and after the change, these commands will do it.
YOUR INCORRECT PERMISSIONS
$ stat -c "%a %n" /etc/pihole/
755 /etc/pihole/
$ stat -c "%a %n" /etc/pihole/gravity.db
644 /etc/pihole/gravity.db
AFTER THE FIX
$ stat -c "%a %n" /etc/pihole/
775 /etc/pihole/
$ stat -c "%a %n" /etc/pihole/gravity.db
664 /etc/pihole/gravity.db