As javadoc says:
"Called by the browser or applet viewer to inform this applet that it is
being reclaimed and that it should destroy any resources that it has
allocated. The stop method will always be called before destroy.

A subclass of Applet should override this method if it has any operation
that it wants to perform before it is destroyed. For example, an applet
with threads would use the init method to create the threads and the
destroy method to kill them.

The implementation of this method provided by the Applet class does
nothing. "

I doubt it.  Why should it ?  Indeed, how can it ?  If the browser is being
killed, it doesn't necessarily get any choice in the matter nor any chance to
clean up (even if it wanted to).

Consider what happens if someone turns the computer off ;-)

   -- chris