Hi,
The update to Joomla 3.6.2 and Seblod 3.10.0 went smooth (as expected) but, the bug remains.
I have been able to track down the bug a bit more : when only one GroupX is present in the content-type, the classes "cck_form_group_x_first" and "cck_form_group_x_last" are created correctly, and they seem to prevent the last group to be deleted.
However, when there are 2 or more GroupX in the same content-type, these classes don't get created as expected when using -/+ buttons.
As a result, the last remaining group doesn't have both classes (sometimes it is the former that is missing, sometimes the latter) and can be deleted with a last click on the (-).
I looked at the file cck_field/group_x/assets/js/script2.js, but couldn't fix it.
-Mathieu