You have nothing to win if you delete your account,. But I kinda understand the admin.. Let's say in case that the feds knock his door and ask him the IPs from that account.. I was reading on gox's privacy policy once that after you delete your account, they are obligated by law to store your account movements, IPs, bank accounts etc and all info of your account for the next 5 years, in case an official asks for it.
So I think that's the case