Snyk does a regular check for new vulnerabilities for your files which you have imported in the UI.
At times, as files have been deleted already, this may lead to Pull Request failures.
The only solution for this problem is to delete the files from the Snyk UI by going into Project Settings > DeleteYourProject
Note that you only need to delete this project (manifest file) and not the whole target / repo. See the Snyk user docs for more details: Snyk Projects