On your employment being terminated, under most western legal systems, you would be obligated to return any physical property belonging to your employer that was in your possession, and if asked at or before the time you were dismissed, to transfer any data residing upon any of your own devices that would be considered to be work product to your employer. Regardless of whether your employer asked you for your electronic work products, you would typically be obligated to destroy any of their data residing on your devices upon your ceasing to be employed by them, unless they gave you explicit permission to retain said data.
So, if you don't want to give them the photos (or even if you do), you simply say, "You didn't ask me for them before I was fired, and I deleted them so that I wouldn't have your data on my equipment." If they argue or threaten, you just say "It was your data, you didn't ask me for it, and I had no right to retain it once my employment with you was terminated. If you had wanted it, you should have asked me for it before or at the time my employment was terminated."
If you are able to transfer the photos to your employer, and actually did so, subsequent to the termination of your employment, this could be considered evidence that you illegally retained possession of their data. If you have told them that you could send them the photos, but have not yet done so, I would advise informing them that you were mistaken, that you had actually deleted all of your work product owned by them upon being dismissed, and had simply forgotten that you had done so.
No judge could blame you for "protecting your former employer's interests" by deleting data that you no longer had a right to use or possess, that your employer had not asked you for while you were still employed or being off-boarded.
If they really want these photos, you could then tell them that the deleted photos may be recoverable, but they would have to pay you for your time and expense - in advance: get them a quote and add your own margin on top for your time and trouble - to have a data-recovery firm undelete them.