The feature to delete closed Plans and Runs was added in v4.2 released in May 2015.
It is turned on as an ability in User Roles. It is called:
Runs & Plans (Closed)
What is a bit frustrating is the User Guide seems to completely hide this feature.
First in Config Roles page the Users Guide does not show the option in the only place it is. It shows what this page looks like before the feature was added.
Second in Closing Test runs section it should be noted closed Runs and Plans can be deleted with this option.
Almost seems like Gurock is hiding it with intent since the feature was added > 3 years ago