Protecting Data Folders doesn't seem to protect anything

I added few folders in Defense+ section: HIPS>Protected Objects>Protected Data Folders, and i thought that this will protect the folders from deletion, but i was able to delete the folders without a problem. So, how exactly this option works?

The Protected Data Folders stop sandboxed applications from even seeing the files in those folders, this is to prevent malware run inside the FV sandbox from being able to read private files that would be bad if they got into the wrong hands, although you have to configure which folders contain sensitive information yourself.

Well, i am using Sandboxie instead of Comodo sandbox, because i find it more convenient so i guess this option will not be very useful for me. I thought it will prevent folders to be deleted.