For me it does. Place the cursor in the first of #columns empty cells and press 'Delete'. To clear a row, select it, dir 'Delete' to get empty cell, press 'Delete' a second time to remove the row.
But isn't that exactly what you could say about unnatural? To delete an empty row while being in the first cell, BACKSPACE would be the natural choice. Delete should always delete the cell it is in - and after deleting the first two cells, it should delete the line. If it does not react at all in the second cell, it gets sorted out by "ah, here must be a more complex LyX thing..." Also selecting the row with the mouse cursor or using the shift-cursor keys, and THEN pressing delete has no effect. That should always delete the row - or give an error message if impossible.
Apart from that it's als in the menu under Edit->Math and right now greyed out as far as I can see. *sigh*
Yes, that actually was why I did not try it and thought it was for something else ;) Given that my transfer from SWP to LyX is now complete, you guys will get way more many harsh comments from me ... with the hope that they are helpful ;) -Jan