When you delete RDS Session Collections from the Server Manager GUI you may find that they still appear when users login from RD Web Access. This is because the GUI tools do not properly remove the Session Collections from the RDS Servers registry.
The registry path for Session Collections is Local Machine\Software\Microsoft\Windows NT\CurrentVersion\Terminal Server\Central Published Resources\Published Farms you will see the legacy collections listed under here.
Simply delete these entries and restart the IIS role and when users log back into RD Web Access the old session collection will be gone.