You can only make notes with that nsec and send to relays. Like "My nsec is compromized. Do not listen to this account anymore". But the attacker (stealer of the nsec) can also delete what you are posting. I think stolen keys is a major problem of Nostr. A solution is by trusting good old relays.
Discussion
What you are talking about is NIP-09 event deletion.
That said, it is already in the spec that deleting a deletion is not to be supported: https://github.com/nostr-protocol/nips/blob/master/09.md#deleting-a-deletion
So really there is already a precedent for having exclusions to what a deletion request can target.
We also have kind ranges:
https://github.com/nostr-protocol/nips#event-kind-ranges
This allows us to make things like replaceable events, but why not a range of non-deletable events?
Absolutely we need to rely on relays, but we need a standard way to signal to relays what they should and should not be protecting people from. So what better way than to use events for this too?