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Go to devices > Prefil > Filter for inactive, profiles should be there, remove the assignment that will be able to delete the group.
Very good hint, thank you.
I did not recognize that there are inactive profiles too.
I removed them.
But I still can not delete these user groups, now I am informed that "Unable to delete user group as it is assigned to following Smart Group(s) - myGroup1"
But I only see user group myGroup1, no smart group.
After one day, I now could delete the user groups!