Ok, so keep this in mind, to see if you can reproduce/avoid.
If any process has the directory open (eg. its current working directory), then it is considered in use, and windows won't delete it. Once all processes no longer have the directory in use, it can be deleted.
So it is probably that Explorer has the directory in use (open), and MC can't delete it.
Windows Exploder is notorious for not closing files and directories.