uTorrent saves torrent files in it's root dir, and they are still presented even after you have deleted torrent in the GUI. Bug?
Do you delete them by RClick->Remove and->delete .torrent?
I delete them with delete icon and Del button sometimes. Does this really matter?
Del is equivalent of Rclick->Remove and just removes the torrent from the queue. It's a design thing, not a bug. If you want to delete .torrent while removing it from the queue, you have to use the "Remove and delete .torrent" command, If I see correctly there's no direct hotkey for this.