When I try to permanently delete a file or folder from desktop on Xubuntu 14.04 (using shift + del shortcut) no confirmation dialog box appears before they're excluded from computer. It seems to be a xfdesktop issue, since this problem doesn't occur on nautilus or thunar.
Apparently it's a bug that's been fixed upstream but not in Xubuntu yet. I think the best thing to do right now if you're having this issue is go to the Launchpad bug report and let them know the bug is affecting you:
That should bring more attention to the bug which should hopefully help it get fixed sooner.