Attempt to delete domains that are not owned by the current connected user of an enterprise geodatabase fails to give a correct error message, and instead creates a new domain with a new owner.
This issue is fixed in ArcGIS Pro 2.7. Attempt to delete domain owned by the other user for an enterprise geodatabase returns the "ERROR 001400: Must be the owner to perform this operation" error message. No new domain created under the current connected user.