The user's account is still deleted on that StackExchange site, but upon deletion the user is directed to the "page not found" page. The user should likely be redirected to the home page of that StackExchange site instead. It hurts nothing functionally, but just to improve the user interaction it's probably best to change this.
I noticed this first on the Unix & Linux Site then I tested it on another site (Personal Finance) and got the same result.