Those options are against each song - that's why they relate to moving the song and copying to other playlists. It looks like it's come from the Edit button in the above screenshot, but that's a pure co-incidence of where the dropdown was drawn (in this case it dropped up from the + button, probably because it was at the bottom of the page).
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Uncheck the checkbox next to the song in the playlist menu:
i dont have such menu for playlist. there is only Delete option
Those options are against each song - that's why they relate to moving the song and copying to other playlists. It looks like it's come from the Edit button in the above screenshot, but that's a pure co-incidence of where the dropdown was drawn (in this case it dropped up from the + button, probably because it was at the bottom of the page).
The Edit button, as you say, just has "Delete".