From the message, it sound like there are still task out on the system that is still running/not.
Try these step:
Go to client on which you wish to remove the user > open Process Monitoring Perspective > Filter > Time Frame: select the suitable time range & User Object: select the user that you want to remove > Click Filter button (leaving option Include deactivated tasks unchecked) > then you should see the tasks that are still active under that particular user
Cleaning the tasks that are not deactivated then remove the user.