I think part of the reason they're left there is so the person who broke the rule can see it - when posts are deleted, you can see that they're deleted, but if we delete a thread because someone bumped it then the person that bumped it can't see that they broke a rule and most of the time we don't want to warn/infract for something so small. It's really up to the mod of the section - I'm not comfortable with having dozens of deleted threads in my section just because someone thinks it doesn't look clean enough. I don't want to delete things unless there's a very good reason to do so. So if you wanted to "clean up" a section, you'd have to ask the mod of that individual section if it's something they're willing to do - mods can't delete threads outside of their own section, and higher staff generally leave the upkeep of the sections to their respective moderators.
tl;dr: it's up the mod's discretion as to why they won't, if you want threads deleted ask them personally. :)