I personally would think that to be a rather tricky feature, which - if ever implemented - would certainly require at least one "are you sure question".
What's more BS.Player is a media player (and thru its Media library a possible media manager); but let's agree its not a file manager.
(Next question would have to be whether it should be a [Delete] or a [Shift/Delete] and the following question would then perhaps become, if deletion occurred unintentionally, "how about a restore function?")