I'll take a stab...
My guess is that if all email accounts were set up under BIS to be polled and sent to your BB, then when the account was cancelled, the mail would stop trying to be sent to your BB.
However, if any of your email accounts were instead being FORWARDED to the o2email.co.uk BIS address, then those emails would have a bounce message, even though they made it as far as the original account. e.g. if
were being forwarded to
, and someone wrote an email to the gmail address, they would get a bounce message, not from gmail (where the message arrived) but from the BIS o2 account (which doesn't exist any more).
I used to have all my emails forwarded to my BIS account for speed, but I later traded that speed for flexibility in my reply-from addresses. Some people use a mixture of both methods.