I'd like to report a bug that may or may not be related to this issue, because it files are not deleted correctly.
It is concerning to the watched directory feature, which is called "Automatically add torrents from" in the options. Quite often, this happens: A file placed in the watch directory is added to the downloads, but not removed from the watch directory. Then later, after deleting the finished torrent, the file is added again to the downloads (and possibly removed then, so it was only re-added once).
This may be related to referenced issue, because the inability to remove the file in the watch directory appears similar, maybe the file is locked for reading and cannot be removed on Windows. But it may be a separate bug. In any case, this bug is also very annoying.