The same bug exists for OS X (10.8.2) on my MacBook Pro (retina) when I try to delete the missing image from the catalog. However, if I create a Quick Collection the deletion works from within the collection if I add the missing images to that collection.
I think a bit more thorough testing would have been nice.
Perhaps I'm missing something here, but this worked just fine for me. I selected an image at random, use the Show in Finder function, moved the file to the desktop, went back to Lightroom and the image was missing. I then deleted it (I've tried using simply the Delete key, right/Control+clicking and choosing Delete Photo, as well as using Photo > Delete Photo). Each time the image was removed from Lightroom.
Can you try this same test on your side to see if it works (that is force a file to be missing and then try deleting it). If that still fails, could you try creating a new catalog, importing a couple files, move them so they become missing, and then delete?
Please read the post by the OP. The steps you must follow (which I just repeated with a new catalog) are:
(1) remove some files so that the "?" appears on the missing ones
(2) imagine these are missing in a large catalog and invoke Library>Find Missing Photos
When you try to delete the missing photo(s) from the catalog nothing happens.
Now add the missing photos to a Quick Collection and the deletion will work.
Thank you for the clarifying point. So the problem is specific to the Missing Photographs collection. Now I see what you are talking about. However, I don't see your workaround working. After adding the photos to the Quick Collection, the option to delete the photos should turn to "Remove from Quick Collection" which will not delete them from the catalog. What should work instead is to flag the files as Rejected and then use the Delete Rejected Photos option. This should work even from the Missing Photographs collection.