Mistakenly Deleting DMs on Desktop

(I'm really sorry if this doesn't fit the API topic, I didn't know which to choose.)

I noticed how in the most recent updates, there would be a warning message when deleting a message off of a server saying "Are you sure?".

On desktop, on your DM list, a little x pops up when you hover over a conversation's tab: I am very worried about mis-clicking and accidentally deleting a friend or SO's DM without a warning nor a way to get it back.

Would there be a way to implement a warning in a future desktop update?