Some users select many, many faces while tagging...using Shift-Click or Ctrl-Click. in the majority of cases to delete the faces. But, if they select a large group of faces, right-click on one of the faces, and want to choose "Delete", but accidentally choose "Regenerate face thumbnails" they would like a confirmation so they don't lose all those manual selections.
Another option would be to put an extra line between the two menu options so that it is less likely someone makes an incorrect selection. We have some support for this option to add some protection, but not introduce another click for each Delete (when deleting a lot of faces this would add up).
And, don't forget we do support the Delete (DEL) key from the keyboard as well.
Please submit a ticket if you have thoughts about this concept.