I am not too sure if this is something that you want to do... or if it is something that you are afraid might happen.
The best way to think of it is that your photos "live" in events. Photos can show up in albums (real albums or smart albums)... but those are just pointers back to where the photos live.
So... deleting a photo in an Album, does not delete the photo. Deleting the photo in an event... does delete the photo.
If this is something that you might want to do (permanently delete photos from an album)... then you can select all the pictures in the album... tag them... then select all photos with that tag... and delete them.