There is a reason for this. Remember that the library folders only point to the actual file and isn't the actual file itself. When you delate things from the library you will not get the results you want unless you go into the actual file location where the file resides.
For instance, to properly delate a music file you would need to go into "user name" "my music", not the library but the actual file location, and delate it from there. You will then notice that the file was removed from the libray folder on all machines. The empty folder will remain but the file will be gone from all library's.