In the KitKat 4.4 Android update, Google removed the ability of non-system apps, like Vaulty, to delete files stored on a device's SD card. Unfortunately, there is nothing we can do to get around this. To provide the most functionality possible, Vaulty creates a copy in the vault and then displays a notification if some items could not be deleted so you can manually delete them from your built in gallery app.
Full SD card functionality in Vaulty has been restored for Android 5.0 and higher.