SUMMARY With the current Plasma panel configuration interface, it's pretty easy to accidentally remove the whole panel instead of trying to remove a single widget, or by missclick on the panel settings. And there is no confirmation of the whole panel removal and no undo, so the panel deletes forever, with all the configured widgets. So, this is a pretty dangerous action, and would be great to add a confirmation on the panel delete action, or the "undo" action.
We don't need confirmation because we already have something better: an undo. After you delete the panel, a notification appears with an "Undo" button on it. Are you saying you don't see the notification? Or did you perhaps reflexively close it without reading it?