Welcome to the Community,
which files do you see in the VM's folder? ESXi only delete files which it can associate with the VM, if there are other files (like dunp files, .flp, .iso, ...) they will not be deleted automatically.
Post the content of Terminal Server folder from the datastore view...
I already deleted Terminal Server from the datastore. I think I know, its because it's not instant. When you "delete from disk" it could take up to a few minutes to complete. Before the files in there were part of the VM, .lck (even know the machine was shut down), and other files related to the VM.