When you register a device with Windows Autopilot, an Azure AD device object will be created corresponding to that Azure AD device.  That device objects is important for Windows Autopilot and should never be deleted without also removing the Windows Autopilot device.  To support that, the Azure AD team has added an additional validation that won’t allow you to delete a device object associated with Windows Autopilot.  You’ll see an error if you try:

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That will help avoid additional issues you would encounter if you did actually remove the device.  At the same time, you might notice that there is a new icon on the list of devices:

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In case you’re wondering, that new icon is specific to Windows Autopilot devices:

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So you can see which of the objects are pre-created Windows Autopilot device objects and shouldn’t be deleted.

I would expect details of that change to show up in the Azure AD What’s New page soon.