Sorry guys for the long wait for a response, I was having MAJOR issues involving my computer. But I am finally able to say that this issue has been fixed, I checked and it actually had to do with the computer that I was using, so sorry for the inconvenience!
EDIT: Actually, now that I think about it, there DOES seem to be a small issue with worlds not deleting. I have been experiencing this since Beta 1.8. I would go into my .minecraft\saves directory, and the world that I THOUGHT was deleted was actually still there, just not popping up in the client.
Recently my computer has actually been working sometimes and not others. When this problem occurred the computer I was using was actually quite fast, but still the worlds wouldn't delete. Same goes for the computer I have now.