By default AV will attempt to disinfect (clean) the file first. Then it will delete it.
If you've changed the defaults you could have changed it to only attempt to clean the file.
Thanks for the reply cplatero. I would indeed like for it to delete the file if it failed to clean the file. My issue is if fails to do any of those, does it leave the file alone, or does it quarantine it in some sort of way?