I sent an email to a Salesforce Report and, once I changed the Data Retention Policy to the Salesforce Data Extension that is autogenerated with the send (to one day instead of 5 days, by default), the Data Extension is still available.
Currently the data retention policies for Salesforce Data Extension cannot be modified through Email Studio. To update the retention policy so that changes are retained, it should be done through Contact Builder.
Finally, the Salesforce Data Extension was automatically deleted. It didn't take exactly 24 hours but a couple of hours more.