If there is a branch on the remote, and you clone the remote and locally check out the branch, there are now (at least) three refs related to the branch.
1) The branch in the remote
2) The branch in the local repo
3) A "remote tracking ref" in the local repo; sometimes called a "remote tracking branch", but be aware it is not a branch
As you may know, the remote tracking ref is updated when you fetch so that the local ref
origin/some-branch
tells you where the remote repo's branch
some-branch
pointed as of that fetch. What you may not know is that by default, when a branch is deleted from the remote, fetching does not automatically delete the corresponding remote tracking ref.
If you want the local to delete the remote tracking ref, you can say
git fetch --prune
But until you either do that, or manually delete the remote tracking ref from the local repo, the local will remember where the remote's branch pointed the last time a fetch reported that the branch existed.