I get this question quite a bit when users start using Phases on a project...How do I demolish a door (or window) and remove the wall that it places automatically?
First, the reason why you can't just delete the wall. The wall that is placed is actually tied to the door (or window). If you try to erase the wall that is placed, it will give you an error message that states "Can't delete infilling element without deleting its insert or host." So if you can't delete the infill, then how do you keep the opening created by the door? I'm glad you asked...
All that really needs to be done, is to create a new Opening in the newer construction phase that is the exact same size as the opening the demolished door would create. If you really think about it, you are creating a "new" opening where the door existed.
Now, you can't edit the profile of the wall that is placed, so you have to use an Opening family. Out-of-the-box, there is a Cased Opening family that you can use as a start. If you don't want the trim, simply save-as (as a new name) and cleanup the family so you just have the opening in the wall (keep the parameters needed for the opening size of course). Since this family is categorized as a Generic Model family, you'll use the Component Tool to place it.
You can treat it just like a door and create different types for sizes, or change the Width and Height parameters to be instance based. (If you are unsure how to do this, see this post)