I have been deleting too many books by mistake, now a days.
Past Jason might have been pretty sure about what he wanted, but I sure as heck am not.
So I had to do a bit of spelunking to figure out how to get the delete book option to confirm first.
All I needed to do was
Preferences -> Behaviour -> Reset all disabled confirmation dialogs
Et voilà, Calibre now asks me if I am sure about deleting my books :)