It is a common practice to load data to blob storage or data lake storage before loading to a database, especially if your data is coming from outside of Azure. We often create a staging area in our data lakes to hold data until it has been loaded to its next destination. Then we delete the data in the staging area once our subsequent load is successful. But before February 2019, there was no Delete activity. We had to write an Azure Function or use a Logic App called by a Web Activity in order to delete a file. I imagine every person who started working with Data Factory had to go and look this up.
But now Data Factory V2 has a Delete activity.
Meagan shows how it works, what kinds of parameters you can set, and a couple of gotchas, so check it out.