As a federated service deletions can take time to federate out to other instances. It's also good practice to first edit the post/comment away before deletion.
It's strange that no Lemmy client does this automatically
Firstly, edit the post to remove the text, then save it. Henceforth, if it doesn't delete, it's empty.
With everything you put onto the internet remember that the services don't have to delete what you want to remove. And chances are also good that someone archived what you said before editing or deleting.
And I guess with Lemmy and other federated services it should be relatively easy to set up a server that does not honor deletion requests at all.
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