The problem is, as I suspected, that the Report Header, "Action Wine & Spirits" is one Merged Cell crossing all the columns. When you try to Select column E, it actually selects all the columns that the header crosses. Then, when you Delete the column, it deletes ALL the columns.
By not selecting column E and just deleting it, the issue is resolved.
There are other Merged Cells in the data rows in columns D:E
porucha vevrku's solution addresses this problem.
If you were too add the following lines at the beginning of your macro, your code would work unchanged but it would not be as efficient as the solution provided.
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