Hi There,
I believe this was a known issue fixed in WFM 5.1. From the release notes:
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IOA-000052002 - When an Application Request is deleted, the files in its associated File Share folder are now also deleted.
In previous releases of Workflow Manager, when an Application Request was
deleted, files that had been uploaded to that Application Request’s file share
folder were not deleted. This issue has been resolved.
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If this is still happening, please reach out to our support team to re-open the bug. They may also have a workaround available (although myself, I do not).