Tried that out with a test world that I deleted, and yeah, I can't seem to delete the thread when a world's been deleted beforehand.
Threads I've made in a World I've since destroyed are still listed as normal in https://toyhou.se/~forums/user/threads. Whenever I try to click on these threads, it only leads me to a page saying "Invalid world selected" (which makes sense seeing as the entire World no longer exists), so I'm unable to delete these remnants.
It's not a huge deal, but it's a bit annoying to have deleted threads clogging up my list.... I assume this is a bug? Has anyone else experienced this problem?