Your first expression should work. Try without a final semicolon, maybe?
The second option is illogical. Your subquery does not correlate with the first, and you cannot scan a table that changes. In fact, what I would expect from this query, if it were ever executed, is that all rows are deleted if there is one row that your column is in ...
If you're wondering why the solutions with the IN clause work, rather than EXISTS , this is because the EXISTS clause is evaluated for each row, while the IN set is evaluated once.
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