Wonder if anyone else noticed this. Luckily I spotted it on an unimportant file, I'd have been very unhappy otherwise.
Open Dolphin. Pick a file you don't want any more (or create a new one). Click it once to select it. Press Shift-Delete to force delete the file.
When the confirmation dialog comes up, use the right arrow key to highlight the "Cancel" button in the dialog. Hit return.
The file gets deleted anyway! What an arse. Anyone else spotted this?
Don't use the keyboard to delete files in Dolphin, I guess