As per your question, you have created a VMSS in your subscription, and after your Lab you have deleted the VMSS resources. However you are still seeing the resources in azure portal when you refresh.
Try to logoff and login to Azure Portal and see if you still see the resources. Try from a different browser.
If the deleted operation was successful, then all the relevant resources will be deleted.
Requesting to check the activity logs for the delete operation to see if you have any errors in delete operation.
Also, try to delete the VMSS using below CLI commands:
Deletion of the entire VMSS: for deletion of the entire VMSS
Remove-AzVmss -ResourceGroupName <RG name> -VMScaleSetName <VMSS name> -Force
Deletion of an instance: for deletion of an instance in the VMSS
Remove-AzVmss -ResourceGroupName <RG name> -VMScaleSetName <VMSS name> -InstanceId "<instance number>"
If VMSS is in failed state:
More often than not the VMSS would be in a failed state after a failed DELETE operation on an instance. To get the VMSS back in a converged state, you would also need to run an update command to refresh the VMSS status: update the VMSS
Update-AzVmss -ResourceGroupName <RG name> -VMScaleSetName <VMSS name>
Here is a reference document for VMSS.
Hope this helps.
If the suggested response helped you resolve your issue, please 'Accept as answer', so that it can help others in the community looking for help on similar topics.