I remember thinking that way when I started using the command line, but I now respectfully disagree. The `mv` command already does that, and they way `rm` work is actually necessary sometimes (eg. I couldn't live without it now that I'm deleting huge files all day long).
Anecdote: when Windows was my daily driver, emptying the trash had become a mechanical task just after deleting a bunch of files anyway, so it didn't provide more safety than these useless “are you sure you want to X” dialogs you click without thinking about the question. I have lost a pair of files just because of that. When I have to use Windows these days, I mostly use shift+del to delete (ie. bypass the trash).
The nicest answers to data loss I've found so far are filesystem snapshots and proper backups. They not only protect from the occasional `rm` mistype, but from the mistyped shell redirections and bad programs as well.