Deleting Files with CFThread

From what I understand, my file should be deleted whenever the mail is done being sent.  However, the file is not being deleted.  Am I missing something?  I need to use threading because if I just try to send the file then delete it, the file is not found.

<cfthread action="run" name="send_mail">
      <cfmail to="#to#" from="#from#"  subject="Report">
            <cfmailparam file="#filename#.pdf">
#variables.text#
     </cfmail>
</cfthread>
<cfthread action="join" name="send_mail">
     <cffile action="delete" file="#filename#.pdf">
</cfthread>

Thanks!