Admins can purge posts manually which actually deletes them. Or use tools like db0's lemmy-safety that tries to automatically search for CSAM and wipe it.
I think the problem here is the user didn't finish their post which means the photo was uploaded but not associated with a post and therefore not purgeable that way.
The deletion should federate across almost all instances, but there's no guarantee and also someone will almost certainly one day set up an archive server that just listens to all activity on Lemmy like uneddit used to be for reddit.