You are absolutely right and I agree with you, any account that has applied for the self exclusion, such account should be deleted as soon as the self exclusion request is approved by the casino, there is absolutely no need keeping the account when the law says that such accounts should be deleted completely.
Many of us have witnessed cases here on this forum where a user comes back to complain about him still being able to access his casino account and even depositing and gambling and losing money after he has asked that he is excluded from the casino, if such a case will appear in the court of law, such casino will be fined greatly for such a misconduct of negligence.
I think if I am not mistakenly I have came across such discussion here in the forum, although I don't know how it was handled but I could remember someone say of self-exclusion and yet the account was still active and was continued to gamble on the account.
What mostly happened is that to me, I feels like the casino would have to give time or duration for automatic deactivation of that account, maybe they don't know if such user mistakenly click on self-exclusion without know the meaning of that and if such happened they could request for reactivation they still have little grace to have back their account. That is what I felt some casino doesn't go immediate effects to deactivate accounts.