I am not sure if this was possible in previous versions or not, but as of LoadComplete 3.2 at least, it is possible to delete pages (right click > delete). The requests from the deleted page will be moved to the previous page, except in the case of deleting the first page in your scenario, in which case the requests will be moved to the subsequent page, which has just become the first page. :)
Actually, child requests will be deleted if their parent page is deleted. However, you can drag-n-drop the requests to the needed page and then delete the redundant page. Please let me know if this doesn't suit you.