There is no option for that anymore. To many users accidentally delete files they did not want to delete.
It might comeback as an option for the script command, or as option for when sending to recyclebin. (However. that is not entire safe either, when deleting many files Windows will automatically cleanup old stuff if the recyclebin is getting full.. and if you accidentally press delete on a folder with LOTS of files. you might still lose some of them )
Safest thing is to just mark all the files you want to delete then press delete. and you only have to press it once
OR use search to find all files you want to delete and delete them from there
