I agree it is annoying when something is changed that you previously liked
>> In Firefox under XP if I delete a favorite bookmark
Its not unusual when using other programs to delete files (such as Firefox/Dreamweaver etc etc) that they dont get sent to the recycle bin.
When you program/write new software that has the option to delete... what you are in fact doing is simply deleting the pointer to the file.
The file will still be there on your PC, but you have removed the reference to where that file is located on the hard drive.. which is where it will sit until over written by something else.
Recycle bin is a 'Windows thing'.. and not something all Operating Systems (such as Linux) has. When you delete a file from your desktop then it is Windows that is performing the action and moving the file to the recycle bin.
When using a program such as IE to send something to the recycle bin - its not impossible - but requires a separate function to be written into the program and therefore a pile more code... which is why many programs just dont have the option to send to recycle bin and simply destroy the file pointer.
I must admit none of the programs Ive written in my time have I bothered to send to recycle bin and its a case of destroying the file pointer. Im not sure, but I should imagine writing something to send to the recycle bin could be a mini program of its own because youd have to keep track of where it was originally stored so that the file could be moved and restored if needed.