The VM you deleted in the Azure portal is still in the list of VMs?
If you delete the VM in the Azure portal without any error message popping up the VM should be successfully deleted no matter if the VM is running or someone is connected.
The VM should be deleted. But the disk and the network interface (NIC) should be still existing under "All Ressources" view in the Azure portal and needs to be deleted separately.
Maybe this is helpful.
Regards
Andreas Baumgarten
(Please don't forget to Accept as answer if the reply is helpful)