Can't delete 'from my Mac' photos on iPhone 14

Have you tried to sync your iPhone with your new Mac to replace the old synced photos with new synced photos, but with an empty selection? Try it as described here: Sync your photos using the Finder - Apple Support

But use the option "selected albums" and select no album, so the new syncing will just erase the previous sync.

You could also use brute force - I can't test this right now, because my iPhone is already syncing with iCloud. But previously all synced photos in "From my Mac" would be erased, when we tuned on iCloud Photos on the iPhone. You would just have to enable iCloud Photos temporarily.

You probably synced them from your old MacBook Air using iTunes, which used to manage all sorts of media syncing from Macs to iPods and iPhones. On current macOS, the Finder has taken over the old function to sync/resync photos to iPhones (or to remove all synced photos by syncing an empty folder).

If the pictures are in the "From My Mac" album, then, while they are shown by Photos, they weren't loaded through the Photos app, and they aren't controlled by Photos. You can't use Photos to delete them.

But you can use your Mac. If you connect the phone to your Mac with a cable, then you can replace the "From My Mac" pictures with new ones, or none at all. You may want to use the app Image Capture to help deal with the phone-Mac connection.