Allowing members to delete their own profiles could seriously mess up your forum.
For example what would you do with their posts, do you also remove these, as this could lead to a very disjointed forum.
If you allowed them to delete their profile but not their posts then you could have someone signup, leave some nasty posts and then delete their profile and you have no way of knowing who left the nasty posts.
You could also land yourself in hot water legally. I have seen many legal issues arise from forums against the forum owner due to defamatory posts which the website owner is liable for and if a member could delete their own profile they could destroy evidence that you would need to defend yourself in court.