When you have items linked from JIRA to AHA (example STORY->FEATURE, EPIC->MASTER FEATURE), the items deleted in JIRA should be deleted in AHA
We intentionally do not delete any records based on updates from integrations.
The reason is very simple: there is too much risk of users inadvertently deleting data, especially when they are just getting started. For example, if you send all of your records to Jira and then decide you do not want them there and delete them, this would delete them in Aha! -- which is probably not what you wanted.