We present results of a combined density functional and many-body calculations for the electronic and magnetic properties of the defect-free digital ferromagnetic heterostructures obtained by doping GaAs with Cr and Mn. While local density approximation/(+U) predicts half-metallicity in these defect-free delta-doped heterostructures, we demonstrate that local many-body correlations captured by Dynamical Mean Field Theory induce within the minority spin channel non-quasiparticle states just above $E_F$. As a consequence of the existence of these many-body states the half-metallic gap is closed and the carriers spin polarization is significantly reduced. Below the Fermi level the minority spin highest valence states are found to localize more on the GaAs layers being independent of the type of electronic correlations considered. Thus, our results confirm the confinement of carriers in these delta-doped heterostructures, having a spin-polarization that follow a different temperature dependence than magnetization. We suggest that polarized hot-electron photoluminescence experiments might bring evidence for the existence of many-body states within the minority spin channel and their finite temperature behavior.