Perhaps with "don't ask again" option
...or an "Undo" operation available for some short time or until user makes another action?
Some thoughts on the topic:
https://ux.stackexchange.com/questions/71960/deletion-confirm-or-undo-which-is-the-better-option-and-why
After having tested several ways to manage the deletion rollback with immediate action (confirmation dialog), short delayed action (undo displayed for 2-3 seconds) or even more delayed action with a delete bin automatically cleaning items older than X days, the short delayed action is the one I use the most easily. The Immediate confirmation quickly finish to be useless, as you integrate the automatism to confirm, it somehow becomes a reflex: the reflexion action is shadowed and then replaced by the button action. For the delayed action, the action is only done when required: the reflexion is the most executed activity, rather than pressing on a button.
This is great insight @Tche333, thank you for sharing. I'll go with the short delayed action
Adding a note here to also convert the conversation deletion to use the undo button, instead of confirmation popup
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Adding a note here to also convert the conversation deletion to use the undo button, instead of confirmation popup