I have verified the behavior that you have posted above by creating a datatype and added some records to that in our instance. But when deleting records from the datatype it was not displaying any alert box for confirming the deletion of a record. And it seems to be an expected behavior.
Actually the users were accustomed with the data tables where deleting any instance will display the alert box.After clicking yes in the alert box, the instance will be deleted. It acts as an extra level of security while deleting an instance.
In data type on clicking delete icon, directly the instance is getting deleted.
Is there any work around by pega, to show that alert box before the instance gets deleted from data type.
One associated issue with the mentioned defect also we were facing for Datatypes. When we are clicking on "Add Record" of any datatype and without entering any data in the field clicking on refresh we are getting an error message like ".pyRefToFocusKey : property cannot be blank".Is there any approach by pega to eliminate this validation, as the user without entering any value in the field has clicked on refresh.