Looking for confirmation please.
I believe this issue has finally been corrected in the development copy of the s2Member Framework.You can grab the latest development copy here: http://downloads.wordpress.org/plugin/s2member.zipChangelog in this regard ...1.
Propagation issues with Origin Access Identities ( resolved, accounted for by s2Member )
WordPress® function does NOT support HTTP method "DELETE" when using the cURL transport layer. Your server MUST have a file with in order for this to work as expected inside WordPress. cURL is fine for everything but "DELETE" operations. s2Member auto-resolves this issue, so long as in your file.
See also: viewtopic.php?f=36&t=2636
See also: viewtopic.php?f=36&t=247@TODO:
Create ticket at WordPress.org regarding the absence of support for "DELETE" in the cURL transport layer of the class. This is really a WordPress® issue.