Just a user here, and from my view on this, the OS should NEVER delete files that I created without asking me. (And when it does ask me, I'd like the default response to be [no].)
My org just changed a bunch of path names on our shared drives (every reorg/merger eventually leads to this). Trying to open a shared/network folder just gave me the popup, and I reacted too quickly and deleted a shortcut. It didnt even put it in the recycle bin where I could recover it. Soon, many of them will start getting deleted by the scheduled cleanups some of you are talking about... grrrrrr.
If it had not been deleted, I'd at least have a starting point on rebuilding it. Probably just need to change one letter in the path.
It really drives me crazy that there are sys admins (dictators) out there who think this is OK!