It's perhaps more wishlist than bug but it's rather unexpected to have to wait 3-5 seconds after hitting the delete to see that the files are indeed removed.
I assume you're running Xubuntu or an Ubuntu based distro? It's the only place where I've been able to reproduce this bug.
Indeed, I'm on Xubuntu.
Ok, I'll try to get around to installing Xubuntu back on my laptop to find out why it's ... special. Also marking this a duplicate of https://bugzilla.xfce.org/show_bug.cgi?id=10778 *** This bug has been marked as a duplicate of bug 10778 ***