I recently moved from PC to Mac and the arrow keys don't work when I try to delete an image. In the Develop module, I press the Delete key and want to arrow over from "Remove" to "Delete from Disk" and it doesn't work (just hear the "bonk" sound). Never had this problem on PC. I'm using Lightroom 5 and Mac OS is 10.9.5.
Your issue is not specific to LR. Unlike Windows, Mac OS does not automatically enable keyboard shortcuts for navigating applications. To turn on those shortcuts, go to System Preferences > Keyboard Shortcuts > Accessibility, and select the option at the bottom All Controls. This lets you use Tab to move between controls (buttons, menus, etc.). Then in LR's Delete dialog, you can use the Tab key to move to Delete From Disk and then use the space key to "click" that button.
Fabulous!! Just tried it and it worked. Thanks so much John!!