Deleting your campaign means anyone who got it will no longer be able to click any links in it (as the campaign doesn't exist anymore)!
This is why E-goi will only allow you to wipe a campaign if you sent it out more than about 30 days ago - enough time for your contacts to have clicked through it. Otherwise, they'd be clicking on dead links, driving them to opt out or flag your email as spam, which would wreck your sending reputation.
This is similar to how deleting contact lists works, and for the same reason.