Unfortunately deletion of activities is not something that is currently allowed through our API at this time. This may be something we allow in the future but I have no ETA of when that would be. We do appreciate your feedback and I will certainly pass it on to our product strategy team. If this is a feature we add to our API, our developer newsletter would be the best way to ensure you're notified of that change.
I apologize for any inconvenience that this has caused. Please let us know if you have any questions.