Actually, it does … eventually.
There are two reasons why you do not see an immediate reduction of disk utilization when you delete messages from a Citadel system.
The first reason is that deletion of messages is one of a number of operations which the Citadel server defers for later processing in order to keep interactive performance running smoothly and quickly. The messages you delete will appear to be gone, but they are actually still in the database. When the nightly auto-purger job runs, those messages will finally be deleted. (For a more technical discussion, read this article on How deferred processing works in Citadel).
The other reason is that Berkeley DB, the underlying data store used in the Citadel server, never shrinks the size of its data files. When messages or other data are removed from the store, that space is made available for other data. As a result, your Citadel data files will stop growing for a while, even if you continue storing more data in them.