Deleting the DLT pipeline should delete the underlying data files, too. But as DLT tables / materialized views don't show us their ID or storage location, it is not trivial to find them and to make sure they are actually removed from storage right away or there is an intentional latency (e.g. 7 days as for delta tables).

See similar thread here: https://community.databricks.com/t5/data-engineering/where-are-materialized-view-generated-by-delta-...