When you created the log shipping, it created the database(s) on the second server, and starting the log shipping to them.
When you deleted the log shipping, all you deleted was the physical act of shipping/recovering the transaction logs. The database(s) on the second server are still there. (You might find that they are in a norecovery or standby state).
Wayne
Microsoft Certified Master: SQL Server 2008
Author - SQL Server T-SQL Recipes