Soft deletes aren't supported by default (and aren't recommended as well, check this article), which means you have to implement it yourself. If you're using adapter, override DeleteEntity() in a subclass of DataAccessAdapter and instead set a Deleted flag and save the entity, in selfservicing, you override the DeleteEntity method in the subclass for the entity in 2-class scenario and do the same thing.
For loading a set of entities, that's a different story. You have to append the filter for deleted entities manually.
You also can set LivePersistence=True, and apply the filter on the load of the page:
if (!IsPostBack)
{
myLLBLGenProDataSource.FilterToUse = mySoftDeletesPredicate;
}