Differential backups do not keep track of which files are deleted. They only backup files which are changed or added since the last backup. This is the behaviour in your #3.
Your deleted files are already restored in #4. When you restore the differential in #5, they are not deleted. #5 will restore the additional files.
Your experience above is consistent with restores of full and differential backups.
After all the restores, you would need to manually delete the files that were deleted since the full backup.
To have a restore that does not restore deleted files, you would need to do synthetic backups.
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