Impossible to delete a downloaded URL from the Home Screen

A friend of mine got a "gift" when he downloaded a game from Facebook, a home page URL called "Password Reset". It opens a web page that's an obvious phishing site.

However, it's impossible to delete the **** thing! When holding the finger on the icon it vobbles, but there are no X to remove it.

According to this thread (Removing web link from home screen - Apple Community) you should be able to change the restriction settings. However, the entire restriction settings are turned off, and even when turning it on it says that it's ok to delete what you want.

How can we delete the App/Url from the phone?

What have we missed?