There are probably a lot of good reason why there is no such delete a note in a linear structure like Song mode but if your intention is to erase a snare drum that you recorded in a Song, use the EXTRACT event job to remove all of that particular note to a blank track where you can then CLEAR the track. Event Extract lets you target a particular note, if you wish.

If you are waiting for a real-time erase feature in a linear song, please don't, life is short. Since PATTERNS can be up to 256 measures in length, I suggest using PATTERN mode, then you have your the ERASE F6 function and the best of both worlds. You can convert to SONG later. If a tool is available in Pattern mode use it, there are several jobs and tools for moving data easily from SONG to Pattern and vice versa.