I am writing to confirm that this is an issue in RadScheduler. Currently, setting the AllowDelete property to false only disables the Delete button on the EditAppointmentDialog, but the user is still able to delete the appointment with the Delete key. I have logged this to our Public Issue Tracking System. Here you can find the PITS entry. We will address this in a next release.
The workaround that Sahand suggested is correct so you can use it for the time being. Thank you Sahand, for the community effort.
I have updated the Telerik points of both of you.
Should you have any additional questions, feel free to write back.