It sounds like its not possible to delete a photo if it was imported into Photos. Really???

No, what that means is images you delete from your photo stream which also meet these conditions:

• Photos that you copied to the Photos tab or Camera Roll on your iOS device
• Photos that you imported into the Photos app
• Photos that you copied into a folder on your PC that aren't part of My Photo Stream

will not be deleted from the libraries by the act of deleting from the photo stream. To delete these ones you'll need to find them in the Library and then drag them to the Photos trash.

Your Mac is importing automatically photos from my Photo Stream, that are not yet in your library. When you import a photo to your Mac or on your iOS device, it will automatically be added to my Photo Stream.

The problem is, that your Mac will import the same photo over and over again from My Photo Stream as long as the photo is still in My Photo Stream and not on your Mac. If you want it gone from your Mac's library, delete the photo first from My Photo Stream, then from your Mac.

But if your Mac is importing two copies of the same photo from My Photo Stream, they are not exact duplicates. Check the second version, if it has smaller dimensions. It might be a photo that you downloaded from My Photo Stream on an iPhone. The photos you download from My Photo Steam or shared albums are having smaller dimensions and are treated as different photos, not duplicates. be sure to keep the best version, when you are deleting apparent duplicates.