The confirmation dialog box doesn't appear if i try to delete files permanently from the xfce4 desktop. When i open thunar and delete a file with Shift + Del, the confirmation dialog appears. Testet on Xubuntu 14.04 with Xfce 4.10.
+1 I have the same issue on Xubuntu 14.04 with xfdesktop version 4.11.6-1ubuntu1. Restarting thunar and/or xfdesktop has no effect on it.
This has been fixed in git master by reverting a previous commit. The change in master is: http://git.xfce.org/xfce/xfdesktop/commit/?id=c79f244f8f1f2d08892a54cbb820211abad3287d