Hello Chris Davis
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
I checked with internal team on this ask. NICs and Data Disks not being cleaned up automatically when an Arc VM is deleted, this feedback has been raised to internal product team as feedback from other customers also. This will be prioritized by the product team.
However, NICs especially cause issues if they retain an IP address and you want to reuse. Today, you'll still need to take this step manually.
The VM OS disk is not exposed through Arc Resource Bridge, so there is nothing to clean up on the Azure side. You might double check that it is being removed from the CSV on deletion.
Hope this helps.