Is there a reason to call delete in C++ when a program is exiting anyway?

Yes, it helps to eliminate false positives when you run your program through a memory leak detection tool.

It is important to explicitly call delete because you may have some code in the destructor that you want to execute. Like maybe writing some data to a log file. If you let the OS free your memory for you, your code in your destructor will not be executed.

Most operating systems will deallocate the memory when your program ends. But it is good practice to deallocate it yourself and like I said above the OS won't call your destructor.

As for calling delete in general, yes you always want to call delete, or else you will have a memory leak in your program, which will lead to new allocations failing.