The external system didn't define the API; the service did. If you poke around on stackoverflow, you'll find quite a number of answers recommending this pattern. It's a bad idea, but it's not uncommon.
Recommending what, that a `DELETE /foo/bar` should return a 404 on success? That's flat-out wrong. It should return a 204 No Content. A subsequent `GET /foo/bar` should return a 404, but presumably the message queue isn't doing a subsequent GET but is inspecting the result of the DELETE.
Ok. But again, a bad design choice doesn’t mean using HTTP error codes is a bad idea. It means that like with anything else you need to know your tools.