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Yes, it's expected behavior that the DAG computer object isn't automatically deleted, and you must remove it manually. Before doing so, you need to ensure the DAG object is empty, as the uninstallation process doesn't remove the servers from the DAG's configuration in Active Directory. Open the Exchange Management Shell on an Exchange 2019 server and run the following commands. First, force the removal of each old server from the DAG configuration (repeat for each of the three old servers). Then, remove the DAG object itself.
Consider using these two commands Exchange PowerShell.
Run this command for each of your three old Exchange 2016 servers
Remove-DatabaseAvailabilityGroupServer -Identity Exchange2016Name -MailboxServer OldNameServerExchange2016 -ConfigurationOnly
After removing all members, delete the DAG object
Remove-DatabaseAvailabilityGroup -Identity Exchange2016Name
After successfully removing the DAG, you can proceed with the final cleanup. Double-check that all client access URLs, connectors, and mail flow are handled exclusively by your Exchange 2019 servers. Once confirmed, you can safely delete the old computer objects from "Active Directory Users and Computers" and remove the corresponding DNS records from your DNS server. The final step is to delete the decommissioned virtual machines from the Azure portal.
Reference: https://learn.microsoft.com/en-us/exchange/high-availability/manage-ha/remove-dags
Hope this helps. Please let me know if you have any further questions.
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