Hello @Jonathan Bell ,
This is by design behavior when you try to delete servicePrincipals that correspond to a managed identity. Managed identities service principals can't be deleted neither in the Enterprise apps blade nor PowerShell cmdlet.
You need to go to the Azure resource (In our case Data Factory) to manage it. So when the resource is deleted, Azure automatically deletes the identity for you. In case if there are not active subscription associated with your Azure AD tenant then you may have to reach out to Support team who can help you with this scenario.
Reference: [Overview of Managed identities in data factories](https://learn.microsoft.com/en-us/azure/data-factory/data-factory-service-identity#overview] and learn more about Managed Identity
Hope this helps.
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