Hi Adriane,
I realize with your question that it seems only possible to delete a graph point by using the delete key on the keyboard! Strange that we haven't added a "Remove Point" option with the contextual menu.
That said, on my MacBook, I'm using "fn+Backspace" (Function key + Backspace key) to delete points (it works in Wwise or any other application using the Delete key actually).
Hope this helps,
Simon