Deleting the agent from the DLP console only serves to remove the agent from the list, but does not uninstall the agent from the client machine. The agent would also pop back up on that list as soon as it connects back to the Endpoint Server. Uninstall is not built into the DLP console.
You need to either manually uninstall the agent from the machine, or uninstall via whatever method you used to push the agent to the client in the first place. Very easily accomplished if you're using Altiris to deploy/manage your agents. Not terrbly difficult through other methods as well, but your desktop team would need to push an uninstall to that machine.