Hi,
I’d suspect that your hosting company has fixed the permissions to make it undeletable – presumably, they have some sort of compulsory plugin that’s running on your site. It’s now inactive, since the directory’s been renamed (it would need to be in mu-plugins to be active). If you look at what’s in there, that’ll probably make clear what it is they had running (or ask them).
You can leave them, and that’s not a problem for running the site, except that you won’t be able to restore again until it’s gone (or you can rename it via FTP so that it doesn’t end in ‘-old’ – then UD won’t mind it; e.g. rename to ‘-old2’).
David