Please add a prompt before deleting conversations (DMs)

Hitting the X icon next to DMs apparently deletes the DM for good, never to be found again. Nice, works like inteded; but what about when you hit it accidentally (or for people unfamiliar with what an X normally represents)? There is no option in the settings for an "are you sure you want to delete this?" prompt and I believe there should be one, and should be turned on by default.