The system has inconsistent validation between the mode of delivery form and the shipping carriers form. This can lead to major data integrity issues. The screenshot below shows that the validation already exists on the mode of delivery form so it cannot be a performance issue. Even if it is a performance issue that should be fine since it is very rare that services would be deleted. That also is a significantly better outcome then having to manually update thousands of customer records, SOs, Pos, transfer orders etc which now have invalid MOD on them. 

I would argue in most cases it is not best practice to delete master data records that have transactions logged against them. However, this issue is not just impacting invoiced sales orders it also impacts open transactions. If a mode of delivery is deleted it now also prevents the posting of any sales orders using that mode of delivery. It also requires customers that have that set as a default to be updated to prevent the issue from happening on new transactions that default from the customer. So the impact is very significant.