I cannot make branch merges completed in Visual Studio Team Services (VSTS) web interface show in Visual Studio 2017 Desktop (VS). 

Details: 
I created a test project with Git support in VSTS and cloned it in VS. In VS Team Explorer, the master branch showed correctly. In VSTS, I created a user story and then created a branch from master (via the User Story dialog). I could make the new branch show in VS when doing sync/fetch on master in VS Team Explorer. I checked out the branc in VS, made a change to a file, and committed and pushed. The change showed up correctly in VSTS. There, I created a pull request of the branch into master with me as reviewer and approved it. This merged the branch on VSTS and deleted it, at least the Branches view no longer showed the branch, only master, and the merge history looked correct. Now I want to pull that merge in VS, where both master and branch are still showing both in the local repo and under remotes/origin. A checkout/sync on master does reflect the changed file, but the branch is still visible in remote/origin, even though it is gone in VSTS! How do I make VS sync here so the branch no longer shows? 

Or am I getting the workflow wrong? Again, what I am doing is

1. User Story (VSTS) ->
2. branch (VSTS) ->
3. sync (VS) checkout branch (VS) ->
4. change files (VS) ->
5. commit/push (VS) ->
6. pull request (VSTS) ->
7. merge (VSTS) ->
8. ??? (VS)