Why does deleting an iCloud photo on my Mac not delete it from my iPhone?
I woke up this morning and noticed that photos were finally removed from my iPhone too.
I think the reason why it took so long is that yesterday I'd just turned on the sync with iCloud on my iPhone and immediately started deleting some of the unsuccessful or duplicated photos on the Mac. And these deletions were not immediately applied to the iPhone because (I suppose) they were added to the end of the sync queue. Thus the photos were deleted from the iPhone only after the whole library was uploaded to the iCloud.
So for future reference, if anybody ever faces this scenario, keep calm and just wait - eventually your changes will be applied.