Wasn't aware of this behavior, which is still happening in Creo 9, but seems that the only thing to do is delete all the erased views from a sheet before you delete the sheet. The erased views, as you showed, are shown in the list of views as "greyed out", so you know which ones need to be deleted. It's kind of weird behavior, given the views you do show are just deleted with no problem.
The big question is why have erased views anyway? I've had drawings with a lot of views I don't want on the actual drawing (my record is 32 views), but I just move the views to the area outside of the sheet so they don't show up in PDFs I make of the drawing.
No, there is no automatic way to select erased views that I know of. If you're going to delete the sheet anyway, just select all the views and delete them, including the hidden ones (click on the first in the list, shift-click on the last, delete).