Ringtones directory won't update in settings
To update the ring tone directory, the media scanner has to run. Usually restarting the phone will do this, but if media scanner is not checking that directory when the device starts you can try to create a file in the sdcard ringtone directory with an app that triggers media scanner. I think Astro File Manager will trigger it. 

If that doesn't work, you could try clearing the cache (I assume root since you are using root explorer and deleting system ringtones), the system may be caching that information and thinks they are still there.