Under "Preventing Accidental Deletions", I am fairly certain that an extra dialog box will not stop most determined users and we'll still end up in situations where thousands of deleted files need to be recovered from the recycle bin. We desperately need a better solution...
One idea would be to limit how many files can be deleted via File Explorer at once. Something like "user cannot delete more than 50 files at once" or "only empty folders can be deleted". Users may be frustrated when they cannot "clean up" files and folders quickly, but the alternative is chaos from accidental deletions. Many users simply do not understand that deleting a synced folder or library deletes it for everyone, and I fear a new dialog box is not going to be enough...