In extension to the above point, the Pega help document provides the clear picture on Delete a Class wizard.
Checked out rules associated with the class will be deleted. Unlike other rule management wizards, the Delete a Class wizard does not identify and warn of checked out rules among those to be deleted.
Deleting a class might render an application inoperative. Always back up the Pega 7 Platform system before deleting a class.
This wizard can't delete a rule that belongs to a locked RuleSet version. Locked rules will be left in place during the deletion.
The wizard can't delete a class if it contains one or more rules that have failed deletion (perhaps because they belong to a locked RuleSet version.) However, all rules that can be deleted will be when you run the wizard.
To complete deleting the class, you must unlock or otherwise make it possible for the undeleted rules to be deleted and then run the wizard again.
Please refer the below link for detailed information,