Depending on what manages your OpenGL context, you may not need to delete the textures. For an example, see this question.
There does seem to be consensus, though, that it is good to clean up after yourself, but be careful when using C++ RAII to do so! If a C++ object that manages an OpenGL object via RAII is created or destroyed without an OpenGL context, undefined behavior will occur.
See: The Object Oriented Language Problem
The OpenGL API and OpenGL objects don't map intuitively to C++ OOP principles.
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