When you delete a Clip ... it SHOULD NOT delete from the whole project! That's a dumb move on Premiere's part.
Just let the clip be deleted. But, don't remove it from all the sequences it may be in. Non distructive.
Micah Haun commented
Disagree. Clips in sequences need master clips in the bin. You can use "remove unused" to get rid of clips that aren't being used or put them in a bin if you just don't want to see them. There's really no reason to delete master clips if they are still being used.