I have used this method to delete a file.
I have used methods such as ReplicationActionType.Activate and ReplicationActionType.Deactivate
Where the file in jcr:repository gets updated with the property cq:lastReplicationAction as Activate/Deactivate correspondingly.
Similarly when i used ReplicationActionType.Delete the file in the repository gets updated as cq:lastReplicationAction Delete , but not actually deleting the file.
It should delete the file. Make sure the agent id user have a permission to delete the files. Do you noticied any error in log at publish instance why it is not deleted. Also cross check with assets that does not have space in filename deletes it. If everything is correct please file a daycare.