If you left a comment on a friend's livejournal and that friend imports that journal to Dreamwidth, the comment that you left will automatically be converted to an OpenID comment. For example, see this imported entry in my journal. Both comments (including one from me) show up as LJ OpenID comments.

Deleting your OpenID account means orphaning those comments. It means you won't have control over them (to be able to delete them, for example). And it can confuse the system. I'm not sure of the exact consequences (and I'm having trouble tracking down the various posts that explain them), but... it's better just to leave it there. It doesn't hurt anything to do so. It's not clogging up the system.