I have just come across an issue where deleting a Visualforce page from within the Solution Explorer window (using the Delete right-mouse click option), and confirming the deletion in the Delete dialog window, resulted in the deletion being incorrectly reported as being successfully deployed when in fact there was a dependency on the page (a custom tab) preventing the page to be deleted.
The Solution Explorer panel had the deleted page removed from it but on checking in Salesforce I could see the page still existed in the sandbox. Indeed doing a pull from Salesforce in the Welkin Suite confirmed this as the page returned in the Solution Explorer panel. I removed the dependencies on the page and tried deleting the page again from within the Welkin Suite and that attempt then successfully removed the page from Salesforce. I have verified the same thing occurs for classes that fail to delete due to dependencies so it seems the Delete dialog has a general issue of not reporting deletion failures due to dependencies on the deleted file.