As far as I can tell, pressing delete (function-delete on the Mac, or just choosing the delete option from the right click menu) does NOT delete the file from disk. Rather, it removes the song from JRiver's database. So the file is still there on disk. I'm not sure how yours came back unless you did an import on the folder again or something.
I recently did a library consolidation exercise that had quite a few duplicates (several hundred duplicated songs). My method was to select the files that I did NOT want to keep and then use the "Rename, Move, and Copy Files..." dialog to move the duplicate files to another directory *outside* of the directory where the good files were. This worked really well actually.
Brian.