which files are not being deleted the files on the primary or the secondary?

Results of the following please

Against the primary instance note the value for "backup_retention_period"

exec master.sys.sp_help_log_shipping_primary_database @database = 'yourprimarydb'

Against the secondary instance note the value for "file_retention_period"

exec sys.sp_help_log_shipping_secondary_database @secondary_database = 'yoursecondarydb'