No, that would be the normal thing to do. Some deleting it account just makes for more annoyance. I f everyone were to do that, you'll see a lot of posts under the name Guest. Next to that, I get a mails about it in my inbox which is also annoying. If that were to massively happen, I (and also H and 3xR) would get spammed.
I don't mind 'I'm leaving' threads, I'd actually prefer if it is just kept to that.