Is there a reason removing an empty folder form LR deletes the actual folder from your hdd, with no prompt? It's been this way as long as I can remember. Discussion from 3 years ago below. I think I reported it 4 years ago.
For my workflow, I like the current behavior as it is, but would agree that a prompt would be a good idea, plus a check box within the prompt to "not ask this question again."
Yes, good UI conventions, good solution