Can not drop db in sharded environment
Looks like this is similar to: https://jira.mongodb.org/browse/SERVER-17243
This is not fixed as of November 16, 2015.
From the link:

Description
After dropping the collection for a sharded collection, via mongos, the chunks are still visible in the config server. Same if the database is dropped.
This collection had balancing failures, which seems to have left a lock in place, preventing full cleanup.