I detected a strange behavior in Fusion 6 on ML 10.8.5. After you successfully created a VM and deleted it, the VM will still be listened when you do "App Exposé" (swipe down with three fingers; this gesture needs to be enabled in the OS X Control Panel).
This is not a VMware Fusion bug... It's an Apple bug (or poorly designed Apple feature) which hasn't been properly fixed since the feature was first introduced as the behavior you're seeing is not just with VMware Fusion and is reproducible with other applications! 