At the moment it is not possible to set the file protection mode of a stream to a value which enables FILE_SHARE_DELETE. But from my point of view, for no reasons.

My suggestion is to change the code inside of the _get_create_flags method (fileio_win32.cpp: 126) from

    // C++ specifies what permissions to deny, Windows which permissions to give,
    dwShareMode = 0x3;
    switch (prot)
    {
        case _SH_DENYRW: dwShareMode = 0x0; break;
        case _SH_DENYWR: dwShareMode = 0x1; break;
        case _SH_DENYRD: dwShareMode = 0x2; break;
    }

to

    // C++ specifies what permissions to deny, Windows which permissions to give,
    dwShareMode = FILE_SHARE_READ | FILE_SHARE_WRITE | FILE_SHARE_DELETE;
    switch (prot)
    {
        case _SH_DENYRW: dwShareMode = 0x0; break;
        case _SH_DENYWR: dwShareMode = FILE_SHARE_READ; break;
        case _SH_DENYRD: dwShareMode = FILE_SHARE_WRITE; break;
    }

It is debatable if _SH_DENYRD and _SH_DENYRW enable FILE_SHARE_DELETE as well. But I expect in case of _SH_DENYNO (that is the default mode of cpprest), that no restrictions are left. Additionally, after this change, the behaving of this library would be the same under Unix and Windows. At the moment it is not, because under windows I can not remove/rename a file with open file stream but under Unix that is possible.