This question is similar to the following asked in 2011. http://answers.microsoft.com/en-us/mac/forum/macoffice2011-macoutlook/cant-delete-a-folder-in-tasks-side-bar/22b4b1b4-92e0-454c-b921-9109ca8ec2f5

Essentially, I installed Outlook 2016 beta and then imported a PST file from Outlook 2013.   My new Outlook primarily is using Exchanges. These tasks folders on are not among the Exchange  and they obviously were created during the import. 

There does not appear to be any option in the user interface to delete these useless phantom task folders.  I assume this could be done by deleting one of the configuration files, but I am not sure where.

New folder are created in the Exchange tasks and work fine.