This bothers me too. I thought this icloud thing was great as i get all my photos sent to my computer, I love that. But upon cleaning up I found i can't delete them from my phone, this makes absolutely ZERO sense to me.
So now you take a joke pic of the secratary at work, go to delete it, can't, your wife looks through your phone, sees it, now you have to listen to her about how you are interested in another woman for the next 2 weeks, all over one stupid picture. Thanks brilliant minds at apple.