Unfortunately, it is not possible to delete a Labeling Job.

I've also had a similar issue and was wondering if there was a way to do it through the console, SDK or CLI. I spoke to a cloud support engineer and this is in his own words:

At the moment it is not possible to delete a Labeling Job from
console, CLI or SDK. If the Job is "In Progress" you can stop the job
to avoid further labeling and charges associated with it.

If you are concerned about charges, the engineer did assure me that failed and completed jobs will not be charged.

You will only charged for the following:

• 1- Worker charges if you are using Public or Vendor workforce.
• 2- S3 storage charges for the input and output data
• 3- Fixed price per labeled object. https://aws.amazon.com/sagemaker/groundtruth/pricing/