If you remove a customer from the database, the corresponding orders are deleted, otherwise the orders will not have a customer to reference. This could become confusing and might cause other problems. To make it so that a customer doesn't receive mass mailing messages, simply remove the email address from within the profile for that customer (editcustomer.php). If you want to keep the email address for future reference, cut the email address from the email field and paste it into an extra field that is not being used, such as the VAT field or one of the shipping fields.