I understand where you're coming from - I wouldn't expect this to take priority. I do however continue to think that having a delete feature / account closure feature is fundamental to any SaaS application today - especially one aimed towards businesses.
What continues to frustrate me is being told that you as Yammer are unable to actually carry out this process yourself. That doesn't make any sense to me - you have access to your servers don't you?
I think there's a gap in what Support is saying and what any slightly technical user knows is possible - even if the "feature" isn't available on the front end.