TL;DR: prevent precarious problematic purges of sprites by making the delete sprite button not exist or smaller
This suggestion exists as a safeguard to prevent accidental sprite deletions. And while it is a good suggestion, I think it would be better to remove the source of these accidents, instead of simply creating a pop-up.

This. This immense, ginormous button, is what I consider the most likely source for these accidents. The delete sprite button is fairly pointless. Why must there be a giant button for the act of deleting a sprite? It might as well be for duplicating a sprite or exporting a sprite, and unlike deleting the sprite, those don't cause potentially hours of work lost. Deleting a sprite is an uncommon action; I only use it to get rid of the default Cat, but it wouldn't take much longer to right-click it and then delete it that way. Plus, it's harder to accidentally delete the sprite through the dropdown menu.
Take this scenario where you have quite a large number of sprites.

You're in the swing of things, the zone as they call it, completely focused on finishing your project, and working very quickly. You finished what you need to do in the Giga sprite and need to work on either Gobo, Nano, or the Cheesy Puffs. Because of the size of the button, you can potentially click on the massive delete button and lose not only the hours of work in the sprite, but the hours of potential work that now is lost from re-creating the sprite and as well as losing your focus. This is also exasperating when using the small stage option, as the sprites are either in one or two columns, which makes the likelihood of clicking delete greater.
Normally I would say to be more careful when these types of things appear in the forums, but it is a real problem that can be solved with one simple fix: make the button smaller. There is no need for deleting a sprite to be so easy where accidents are more of a probability than a possibility. Of course, there are some users who may not be able to right-click for whatever reason, so for that reason, I say to make the button smaller. The button's size does need to be around 44% of the length of the sprite box!

this is the third revision of this image so you better like it
Though I would like it for the button to be removed completely, a smaller button would solve the problem nicely. Take, for instance, the Scratch GUI delete button, which is much smaller, though still easy to purposefully press on mobile devices.

Notice how the button doesn't hang over the edges of the sprite icon. Even if it's pretty small, I'd still think that if the button is still present, that this suggestion should also go in tandem with the one linked above. Overall, doing this will make accidents far less likely, and it's a really simple fix.