The Table can be considered as a work set of data that is contained in the source files.
It's not a new "thing" unless you save it as a "thing" by exporting it and creating a new file (or files in some cases).
You could do that and then work on the new and "concatenated and joined" data in which case you would not need the original source files open in the workspace.
I assume you meant by "delete them", removing them from the workspace rather than actually deleting the files?
Why is the size of the files an issue in this case? The number of records is certainly large but not huge - are the files disproportionately large for their content or are there some other considerations in play?
Deleting source files may not be a great idea from an audit perspective - unless they are simply intermediary files that can be re-created as they were any time they might be needed.
You can break the connection by "pinning" the table to the Workspace. Click the drop-down menu on the particular table in the Load Plan (left side of screen) and select "Pin Table." Once you do that, the actual data in the table will be saved as part of the Workspace and that table will lose the connection to the original source.