The delete button on module settings is not really controllable by the module itself.

Its a function of the core engine - and there is nothing exposed to the module developer regarding its effects or actions.

Part of the reason for this - is that TECHNICALLY you should never perform any sort of actions - cleanup of databases or otherwise when a module is "DELETED" - the reason for this is that the module is not really deleted at this stage - it is in essence only moved to the Trash Can - and as such could be undeleted at any point.

There have been many requests over the years for some sort of iDeleting interface to be added to the system to better allow for module cleanup -  ideally this iDeleting handler could be called when the module is flushed from the trashcan.

But as of right now - its not a feature that's available - you might want to add a new request for this sort of feature in the community voice -  http://www.dnnsoftware.com/voice