You know, a friend/co-worker of mine said the same thing to me just now. I'm logged in and I am only showing a level 1 hunter (in order to delete your last character, which for me was my level 31 Warlock, you have to create at least one other new character which is my level 1 hunter). There must have been some weird glitch or propagation of data issue between when I deleted the character on my PS4 and what was showing on my profile here on Bungie.net. Regardless... if you check now... you should just see my level 1 hunter. Not that any of that really matters. But I assure you, I did delete my three Warlocks (my level 31 Warlock had my IB, radiant shards, Fatebringer, Abyss Defiant, etc...) several days ago.