In interactive mode, mysql client does not support deleting of typos via delete key. mysql client from Oracle supports this.
./mysql Ver 14.14 Distrib 5.5.13, for Linux (x86_64) using EditLine wrapper
How to repeat:
Open mysql client.
Type in some text.
Use the left arrow key to move back some characters.
Press the delete key.
Instead of showing “~” character when delete key is pressed, delete the character to the
right of the cursor.