It is generally not a good idea to invoke a process from a form of an object if this process deletes an object. The system generally cannot have intelligence to understand that it has to close the form. And even if it does the behaviour after this is undefined and not intuitive to the user. All of a sudden the form will close and the system will go somewhere else (where?)
It is much better if you call this process not from a form but from a query displaying the record of the object, for example. Or if you run it from the form you have to explicitly overwrite the form with something else - for example, show some other form, query or a visual perspective. It is also a good idea to display a message to the user.
Bottom line - you have to manage this situation yourself inside the process.