Maybe because the mount manager wasn't loaded yet? Anyway, why not just use raw disk access? If you're just trying to delete files, raw disk access will almost always work (TDL2 is the only rootkit I know of that uses files and raw disk doesn't work).
Please take a look here: http://support.microsoft.com/kb/115486.
Look at your fs and disk drivers groups and then compare it with your driver.
Zw* will use fs to delete file.
Still i don't think that doing any removal with generic mechanism (even by raw access) is good idea. Everything depends on what kind of hooks/patches/methods has been made to system by rootkit to hide/protect files/rootkit. I would recommend to first unarm and then try to remove with simple fs interface. Remember that file system (like NTFS) is very complicated piece of code that hides a lot of problems that can occur during disk raw accessing.
Best regards.