Can an ISP delete files off a computer?

To me, the title of this post seems like a stupid question. Yesterday my brother got a new PC and I taught him about fitgirl and he promptly downloaded gta 5. I didn't say anything about a VPN because I've been doing this for years and never once got in trouble. This morning, we get an email from Verizon warning us about the download. My brother then tells me that the downloaded files, including GTA 5 itself, have been deleted off his pc. I have never heard of this happening, nor did I think it was ever possible. I can't say this concerns/worries me at all, I'm just immensely curious on how an ISP can seemingly physically delete already downloaded files off a pc.