Deleting multiple tables that have foreign keys causes an exception in case Netbeans tries to first delete the referred table before the referring table.
For example, lets say we have two tables, A and B. A has a foreign key that points to table B. Selecting both tables and pressing the delete button will throw an exception and only B table will be deleted.

Suggested solution, just run over the selected tables two or three times and try to re-delete all tables. In most cases it will work. Any how, in case in the last try there are still errors an error message should be presented.