Well it's an obsolete and unsupported version but these matters have not changed.
1. Acrobat doesn't ask if you use Open from the File menu. How to you attempt to open the file - in what app?
2. Generally a faulty PDF.
3. You can't delete files IN acrobat so Acrobat isn't putting out the message.
The message pops up when I double click on the PDF icon on the desktop, and
this for almost all PDFs created with Adobe Acrobat X pro (all defective??).
I am not trying to delete PDFs in Acrobat, I try to delete them in a new folder
created on desktop.
2016-09-18 22:52 GMT+02:00 Test Screen Name <firstname.lastname@example.org>:
A.Acrobat pro X idiotic requests created by Test Screen Name
<https://forums.adobe.com/people/TestScreenName> in *Editing &
Exporting PDFs* - View the full discussion
1. In reference to "A.A. ask me if I want to open the pdf I clicked" I don't think this has any connection to the PDFs being defective. Do you get the message if you use File > Open in Acrobat instead of double clicking?
2. In reference to "A.A. ask me if I want to save the changes before to close the pdf but I have not made any changes absolutely" this is usually a faulty PDF.
3. You asked why Acrobat does not remove the files. But it does not remove files.