Backup data that exists in soft deleted state before disabling this feature, will remain in soft deleted state for the period of 14 days.
If you wish to permanently delete these immediately, then you need to undelete and delete them again to get permanently deleted, so it should be deleted as per the steps you performed.
There shouldn't come any new alerts from this deleted backup anymore, so you can create a new backup of the VM to start receiving backup alerts again.
Best regards,
Leon