I don't see why a relay wouldn't actually delete (unlike a client). My future relay will. Of course they don't have to and can't be forced to so we don't rely on it, but practically speaking deleting is in the relay's best interest in many ways: saves space, saves liability, etc.

If I were law enforcement, I'd just pull all the events over nostr and keep my investigation on the down low. Relays are (generally speaking) willing to serve everything to anybody. I guess DMs have changed that somewhat.