It may be because you have eZ Find activated and it delete the record in the index + the object. If yes, you may consider the delayIndexing option of eZ Find
Unfortunately deindexation upon object removal is not delayed - I think its is a safety measure: whil it is ok not to find existing objects when seraching, if you find unexisting ones you will generally be upset.
So to avoid sending stuff to ezfind upon removal, the only way is to temporarily set the indexation engine to standard (deactivate ezfind) (imho a NULL indexing engine would be a good idea to impprove batch inserts/deletes).
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