If you synced the photos to the phone using iTunes, you have to unsync them in order to delete them.
If you want to remove all synced photos, create an smpty folder on the desktop and name it anything you like. Connect the phone to the Mac and launch iTunes. Select the phone from the device icon at the top left portion of the iTunes screen. Click on Photos. Then select the empty folder on the desktop in the Copy Photos From drop down menu in iTunes. Click on Apply in the lower right corner.
The phone will sync and because you selected an empty folder for the photos, the photos that are on the phone will be removed. If you don’t sync on a regular basis, remember that when you sync with iTunes, you overwrite any content on the target device that was already on it, unless that same content is already selected to sync in iTunes.