I assume you are referring to deleting Files/Folders in Caja, the most common file explorer in Ubuntu.
The “bug” is still around in Ubuntu 16.04. Except they don't see it as a bug: If you delete something terminally, you'll be asked (if chosen so in the settings). If it's ‘just’ about moving files to Trash, there is no option, and the DEL key is trigger-happy.
(Yes, I would prefer to be asked about that, too. All to easy to almost-delete a file. And who thoroughly checks his trashcan before occasional emptying?)
→ see here for further discussion