@cgreco thanks for the confirmation, I think I have a workaround for you. The trouble is that when you use named sessions, it creates the source dataset entries, and another "session" dataset of the form "[dataset_name]-[session_id]". So if you used a dataset "foo" and a session "bar" you would end up with examples in the datasets "foo" and "foo-bar". When you drop "foo" it leaves "foo-bar" behind. So in your case, you can work around the problem by dropping the named session datasets in addition to the regular one:
prodigy drop my-dataset
prodigy drop my-dataset-justin