Why I can't remove download from my MacBook iCloud folder?

Hello there, I have a MacBook Air M2 2022 which I have updated to Sequoia 15.0. I moved some (huge) files from an external hard disk to a folder inside my iCloud directory, and the upload has begun and finished correctly. Now I would like to remove the local files stored on my MacBook, leaving only the files on the cloud. I'm trying to accomplish this by right-clicking the folder where they are stored and selecting the option "Remove the download". Unfortunately, once I click that option the system throws back me an error: "Impossible to remove the folder". I've also tried with other folders inside my iCloud directory, the result is the same. What I could be missing here?