Are there any consequences to never deleting critical sections?-Collection of common programming errors

The short answer is probably not. The long answer is, this is a lazy programming practice and should be fixed.

To use DeleteCriticalSection correctly, one needs to shutdown in an orderly manner so that no other thread owns or attempts to own the section before/after it is deleted. And programmers get lazy to define and implement how shutdown will work for their program.

There are many things you can do with no immediate measurable consequences – but that does not make it right. Also similar attitude towards other handles/objects in the same code base will have cumulative effect and could add up to “consequences”.