You cannot ever delete your Sony Playstation Entertainment Network or PSN account.
Use the tip below to remove all your personal data from your account.
Next, complain about Sony’s loose privacy policies… There are several options, depending on your location. Look for the support page.
You can also leave a message on one of the support boards, found here: http://community.us.playstation.com/t5/PlayStation-General/How-do-I-delete-my-PSN-account/td-p/37077741