When using the delete function on series episodes, I can delete an individual show and it will disappear from the screen and from the file folder. However, when going to the main show dropdown and choosing “Delete All Recordings”, only the list on screen is removed. The actual files are not.
In general, I prefer the files to be removed when I use the delete function. 
Is this on the ATV or web admin UI?
Deletes are queued up and happen in the background as part of processing, so there may be some delay before they are deleted off disk.
This is with the web UI. I have considered that it might be queued to happen and so have watched the folder for a while (15 minutes or so) after delete, but have not seen the files disappear. Further, the individually deleted show has an entry in the log (like below) but no action is logged for the “Delete All Recordings” action.
2017/02/15 18:24:37 [DVR] Deleting /media/ericdavis100/edrive1/DVR/TV/Psych/2017-02-15-0200 Psych 2013-04-10 S07E07 Deez Nups.mpg
BTW, this is running on Linux Ubuntu 16.04, server version 2017.02.15.0045