Well, yeah -- that's how Sharding works, and how it is *supposed* to work. If you send a message to a sharded ID, it will start an entity with that ID. Passivate and the like are intended, as the name implies, to *passivate* the Actor -- to turn it off temporarily while it's not doing anything useful. Normal use of Cluster Sharding is to use Passivate to temporarily release resources, but for the Actor to spring back to life again as soon as it is referenced. That's basically the point of Sharding.
Seriously, it sounds like you're trying to do something that's deeply against the normal design of Cluster Sharding. If you really need to permanently kill this entity, the only way I see to do that is to record an "I Am Dead" message in persistence, and when the Actor receives a message, it hits that message and kills itself again.
Yes, that's a bit inefficient, but I'm not sure how else it could work -- you're presuming magic central knowledge that a particular Entity is "permanently dead", and that's not a concept that exists in Cluster Sharding. If you want to smash an entity flat permanently, such that it will refuse further communication, you have to implement that yourself...