You need to return false or rather return dlt as result of your function to prevent further execution (postback) if the user selects No.
You'll also need to change your asp:Button to:
<asp:button id="LinkButton1" runat="server" bordercolor="White" borderstyle="none" causesvalidation="false" commandname="delete" text="Delete" onclientclick="<%# String.Format("javascript: <b><u>return</u></b> DeleteCli(""{0}"");", Eval("CLI"))%>" xmlns:asp="#unknown" />
If this helps please take time to accept the solution. Thank you.