Hello Diego,
I am not sure why you are encountering this behavior.
This may happen if the component that contains your desktop shortcut and the StartMenu shortcut is a shared component (installed by more than 1 setup). If this is the case, that component can only be removed when the last setup that reffers to it is uninstalled, otherwise it will persist on the system.
If this still does not help, in order for me to further investigate, can you please send us the .aip (project file) and a
"verbose log" of the uninstallation process by e-mail at
support at advancedinstaller dot com so we can investigate its settings?
Regards,
Catalin