I noticed that too, I wasn't sure if it was a bug or just how I had setup my NFS share..
There were three steps I did to remove the disk images, I'm sure there's a 100% easier solution..:
I found the easiest way (graphically) was go to your https://ovirtengine/api/disks
and so a search for the illegal disk. Append the extra ID eg. <disk href="/api/disks/lk342-dfsdf...
into your URL this'll give you your image ID.
Go to your storage share:
grep -ir 'vmname' *
You'll find the image-id reference here too.
Then the image you will want to remove is in the /data/storage-id/images/image-id
I assume you could safely remove this whole folder if you wanted to delete the disk.
Again, this was a poor mans solution but it worked for me.