We do not delete accounts.  This is quite common, a lot of sites do not delete accounts, because a lot of information is linked together in the data storage, and removing an account causes problems.  For example, if you made a post in the forums, and someone gave you "credits," that is 3 links to your user id.  If we delete your account,  we have to track down everything you did on your account, and we aren't going to do that.  

So what can you do?  You can request a name change, and change your user id to something that is meaningless to you, and anyone else. You can set your gamertag to 'Unknown' and after that, your account is no longer identifiable to you.