The front-end works with SEF.
Which version of JMS Multisites are you using ?
See change history - version 1.2.37.
www.jms2win.com/faq/change-history-v12x
Use for example the "black" layout that perfectly works with SEF.
You will find inside different places where the SEF is computed.
Concerning the delete, when the user select a site to delete, this delete this website.
if you have several website deleted simultanously, you should check the directory structure and verify that you don't have other website in subdirectories.
When you delete a site, this delete the "deployed directory" and of course all the sub-directories.