Deleting a delegate also cancels all their meetings. The system automatically emails the other participants to tell them that this delegate is no longer attending the event.
If you want to add your own message to the cancellation email, you will need to manually decline each meeting via the delegate's Schedule page on the admin dashboard, and then delete the delegate.
Note: occasionally a delegate may change their mind and ask for their meetings to be reinstated. It may be worthwhile to make a note of their meetings before deleting: print their schedule to a PDF or download all meetings from the Meetings tab.