Executing a DELETE statement and deleting a bunch of data is simple. Implementing "undo" is more difficult, especially for browser based software. How long is the undo valid for? Can you undo every action? How many levels of undo do you support? Do you allow an undo for UPDATE's as well (updating a blog post to set it's content is essentially deleting it, and would probably be something you want undone, for example).
On top of just building the functionality in to your app, communicating it to your users is also difficult since the web app medium is so different than the desktop one.