Hello Gabriel Asongwe,
Soft delete state is an opt-in feature, since you attempted to delete the backup item (Azure file share) with having the soft delete enabled state. so that the backup item went to undelete state and you wont delete it instantly. hence these items will be retained for 14 days before they are permanently deleted. Once all the backup items have been deleted, you can then attempt to delete the Recovery Services Vault (RSV). This means that the backup items will take 14 days to delete initially, and once the storage file share unregistered from the vault, you will delete the RSV.
The visual representation FYR:
Please note that the soft delete doesn't cost you for first 14 days of retention; however, you're charged for the period beyond 14 days. Learn more about pricing.
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Thanks