I am wondering if R does not support using sqldf to delete rows from a data table. My data looks like this

and I am trying to delete from a data table using a delete statement. There is no underlying database just a data.table. But hwen I enter the following sql statement:
loans_good <- sqldf("Delete from LoansDT1 where status not in ('Current','Default')")
I get the following error message:
'SQL statements must be issued with dbExecute() or dbSendStatement() instead of dbGetQuery() or dbSendQuery().'
Since I get the same message for update I am wondering if it is a limitation.