Work on a dense scene.
Then tell us the undo function is anywhere near as useful or as fast as the confirmation box.
Not to mention undo doesn’t even work if you’re working on a super dense mesh (say, in order to clean it up), so you’ve either dialled down the undo RAM max, or turned off undo, in order to save ram…
It’s also completely different from any confirmation boxes used in any other program like word processors, photoshop, audio editors etc. Because blender doesn’t use the standard delete confirmation box that pops up in the middle of the screen, instead the button appears under your mouse.