The problem is not with coppermine but misconfigured servers.
A script can't chown or change ownership of files it doesn't own. Files created by the script should be editable by the script and by the user the script belongs to.
With these servers this is not the case. The script tries to delete the images from the server through unlink() but in this case the script does not have permission to do that from the server. And beccause the script is not running as the user who owns the directory ftp manipulation is not possible.
Without root chown access there is no much you personally can do about this on a shared server, now if you have your host also chown or change ownership of the scripts by doing a chown -r (recusive) on your user directory the script coppermine OR ANY image or file creation script should then create the files with the correct owner. ( so mb try that with your new shell priveleges {you might need root access}

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