I am sorry to hear you have encountered difficulty with deleting images in your account. We are not aware of any issues that would cause this to occur as you have described.
It is unclear what may be occurring for you as I have tested this in my own account and when I select the option to delete related images when I delete a saved listing the images in that listing are all deleted from my image management area.
Please be sure that you do not have multiple copies of the images in your listings saved in your account as only the specific images associated with a listing will be deleted when you use this option while deleting saved listings.
If you continue to encounter difficulty, please file a support case from under the Help tab of the site providing a complete description of the issue you are encountering and a few example listing titles where you have run into such an issue so our support team can look into it further.