I found a solution (thanks to Artificial Intelligence - AI) to receive an email when a member deletes their account.

1. Use the Automator WP plugin to create an automation.
2. Add New Automation
3. I created a "user" trigger and selected "User gets deleted."
4. I then created an action and chose "Emails."
5. Once the email was set up, I clicked on "User" and filled in only the "BCC" field with the email address where I wanted to receive a copy of the email that would be sent to the user.

Here is the content of the email:

• Subject: Your account has been permanently deleted

• Content:
  Hello {user_login},

  Your account has been permanently deleted.

  If this deletion was not intentional and you wish to return, you will need to create a new account and start over. We thank you for the time spent on Forum Belgique and wish you all the best moving forward.

  Best regards,
  The Team

Once I receive the email, I manage it in my CRM.