This doesn’t seem related to any other software hosted here, but that’s presumably why you’re posting in off-topic.
Hmm, could be related you copying between two different drives? I know if an external or SD card isn’t setup to do so, deleting the file won’t send to the recycle bin, but instead get rid of it entirely. So in part I think it’s doing that.
The other part is probably you shifted it from another location, so when you Ctrl-Z, which is to undo shift, it isn’t able to return to the original location, so it yeets the file. And since it deletes it, there’s recycle bin, as per first part.
Of course, that is just my guess.