they are right

all the files on company's computers belong to company, you have no right to use company's computer for personal use, so, you definately have no right to delete any files from it. Next time, if you plan to quit your job, delete your files, copy or read any other files at least several days before you submit resignation. so far, if you don't use those info to against your company or hurt their benifit, i don't think they will sue you, but they may not give you good reference.