This is new behaviour, no?
Well, it's new behaviour since Windows 8.0.
I went through my collection of Mostly Legitimate Windows ISOs and installed all of them.
The option to enable/disable confirmations when sending files to Recycle Bin has been available ever since Windows 95 introduced the feature in general, but it was enabled by default up until Windows 7 (I tried SP1). However, fresh installations of Windows 8.0 and all later versions (8.1 all the way to 10.21H2) have the confirm prompt disabled by default.
Permanent deletion with Shift+Del or files too large for the Recycle Bin will still result in a confirmation dialog regardless of this setting. (Though oddly, if the entire Recycle Bin is manually turned off, prompts still remain disabled even though deletion is now permanent...)
Modern UI design seems to avoid confirm prompts for actions that are easily undone (e.g. restoring from Recycle Bin), so that when a confirmation dialog does show up, it actually means something important – and isn't as likely to get dismissed without even looking (alert fatigue).
For example, if the user gets prompted for all recycled files and habitually click "Yes", they're likely to never notice that sometimes the dialog says "File is too large for Recycle Bin, do you want to permanently delete it".