@paulomi07 No, nothing wrong. This is the correct way to delete a Team through the API. Problem here is "timing": Teams and the Teams API (exposed through Graph) runs on its own backend, which caches information from Azure AD. Due to this, changes made on Azure AD side (like deleting the Group) don't translate immediately on the Teams side. It takes some time to become visible there.
By now, your Team should have disappeared from the list. If not, please let me know!