The following members are stored in a seperate table but they're also cached in the xf_user_profile table (field following).
If you delete a user, the following records will be deleted from the xf_user_follow table, but the cached values in xf_user_profile will remain..
AFAIK we had already some suggestions and bug reports for this, but if i remember correct, it wasn't accepted as bug
Maybe it's worth to rethink this and include some process to trigger the deletion of xf_user['following'] and an automatic rebuild (OR use the deferred object to rebuild the caches)
ATM there are only several "special cases" where the rebuild will be triggered