The save data has already been imported from the folder so deleting it won't do anything. You can either delete the save data yourself using the console's built in features or use Checkpoint do so.
Well no but why not just delete the Wi-Fi settings altogether if you don't want to go online?
Thanks @Draxzelex. So just to be clear, it's not as simply as me deleting the folders within the .saves folder? Instead, I need to delete the folder using Checkpoint within the Switch OS?