Just because you see the files in Finder doesn't mean you have the right to delete them.
This didn't actually happened to "Peter". It happened to me. I saw thousands and thousands of spam messages in my "All My Files" folder and I said "Why can't I just delete them - they're spam!" So I deleted a big hunk of the messages. Within seconds, Outlook started complaining that its database was out of sync and needed to be rebuilt. And it never worked again. Not ever.
I kept trying to rebuild the database and before I could rebuild the database, Outlook would complain again, making it impossible to rebuild the database. In other words: don't do this! Don't even consider deleting Outlook messages from within Finder on the Mac. This action will cause you unknown amounts of grief. Instead delete the messages from within Outlook so it maintains its database correctly.