Some Clean up rules got created and saved, but Automation Engine doesn't start to clean up the tasks.
The Automation Engine Clean Up Rules are minor tasks for the Automation Engine Server. Meaning, Automation Engine will prioritize the launched tasks first and will run the clean up tasks when it has nothing or less to do.
So it is possible that it will only start cleaning up the tasks later that day.
If the day after, the tasks are still not cleaned up, then please check out the configuration of those rules. Depending on the amount of the tasks which need to be removed, it can take a couple of days, before all the required tasks get removed and the system is on schedule with the clean up rules.
Check out the following Knowledge base article for more info on configuring Clean up Rules: