I’ve already seen this kind of issue when someone edit the field group in the prod environment then save it. If in the json file, the modified field differs, it can prevent the update to be done.
Can you try to test with another field:
Add it in the dev
Push it in prod
Delete it in dev
Push it prod
Maybe you just have the issue with that particular field.
You can also have a look at your json files and be sure that the field group you excpected to be deleted is really not in the json folder.