Consider the following scenario:
You have a Microsoft SQL Server 2012 or earlier version database that has multiple filegroups, and the secondary filegroup is the default filegroup.
You back up the database, and then restore it on SQL Server 2014.
You set the primary filegroup as the default filegroup, and then try to remove the secondary filegroup.
In this scenario, you cannot delete the secondary filegroup even if all the data files under it are deleted. The error message shows that the secondary filegroup cannot be removed because it is not empty.
The issue occurs because the database version upgrade creates system objects on the default filegroup instead of the primary filegroup in SQL Server 2014. The secondary filegroup still contains some system objects.
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Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.