After uploading and importing pst files over Azure Storage (Network Upload), you are not able to remove the pst Files using any Tool (like Azure Storage Explorer).

The Files are automatically removed after 45 days after the most recent import job was created.
( Link  to that FAQ)

To be sure that no data is left, just upload a simple text file with the same name and extension (for example  Archiv2010.pst) as the pst.