Are you attempting to delete the primary domain on the account, or deleting the only domain listed?
Either of the above may possibly result in errors.
I would recommend contacting support via support.lunarpages.com (web) or
support@lunarpages.com (email if its a standard shared plan) or
dedicated@lunarpages.com (email if its a VPS or Dedicated plan) to have this further reviewed.
When contacting support include the following:
1. The url to this forum post.
2. Each domain name you want to have removed.
3. Last 4 digits of the card on record (for account ownership verification)
With the above information in a support ticket, we can then further investigate any possible issues.