I feel a little bit like the subject and what you seem to be suggesting in the body are two separate things.
Regarding the subject, it feels like you're suggesting that pre-reg actions should be removed when a user is rejected. I think that's a valid option, though I think that not removing them (with the note that they will be deleted when they expire anyway) is reasonable as well.
What you bring up about a manual status change in the control panel seems to be the major point you're bringing up. This is generally as designed and not something we're planning on changing at this time. Manually changing a user's status in the control panel is not the same as completing a registration in the "normal" flow. No post-registration completion actions are triggered this way; by default this is the welcome message and the pre-reg action, though it could expand to others in the future. The control panel edit is essentially an explicit bypass to these regular actions. (Similarly, changing a user to an awaiting email confirmation state doesn't trigger an email to them.)