Can Windows Be Any More Intuitive?

Now here's a prime example of how intuitive Windows is: in an Explorer window, I selected some MPEG files - videos I'd recorded and watched - and pressed the Delete key. To free up some space, you know? And a few seconds later, I was confronted by this:

Right. . . You can't delete a file because there isn't enough disk space. And your suggested fix for this is to delete a file?

OK, I totally get that when you delete a file, Windows doesn't delete it because you are too stupid to know whether you really wanted to delete it or not and will probably cry when you later discover that delete actually means delete. But, for the love of all that is logical, why does Windows go through the motions of actually copying the file, rather than just relinking it into a hidden directory somewhere for the "Recycle Bin" (just a fancy way of saying "Trash Can", anyway)? This would not require any additional space anywhere and files could be deleted in a fraction of a second instead of the minutes it sometimes takes. And it certainly wouldn't give rise to incredibly stupid and counterintuitive error messages like this one.

Thank $DEITY for the command line, where you can get the computer to do what you want, rather than what some UI genius thinks an idiot user ought to get.