OK, the X command is just mapping the DELETE button to that menu and since the file goes to the recycle bin, there is no need for confirming as you can recover it from the recycle bin. This may upset folk that insist on operations as they choose over how things work in Windows today.
Now if you press SHIFT+DELETE the confirmation prompt does show since the file is not going to the recycle bin.
Also you get a confirmation prompt if the file is some number of bytes over 4GB.
Here I don't use this toolbar at all since the Delete button and the Shift key are faster for me and work across all the laptops at the office (dozens and dozens and dozens...)