Hey, I am having a similar problem deleting faces. I also delete a face and the geometry in that area is still there, but the face dot locator is gone. It's driving me nuts, I am building an interior and cannot poke the proper holes for doors and windows.
However, I have been creating the faces using the split polygon tool. The walls are pretty much all extruded faces done with the split polygon tools, I just can''t delete those faces. I've tried deleting the history, I've tried using booleans to poke holes, both with no success. The face does not actually go away. Any other ideas at all, or possible help?