ANSWER:

…the setting is respected for both local and network files.

The above is untrue; this behavior is consistent with all versions of Windows. The only thing that has changed in Windows 8 (and Windows Server 2012 as well) is that the Display delete confirmation dialog option is unchecked by default. That option determines whether you are prompted when sending local files to the Recycle Bin. Since remote files bypass the Recycle Bin, this option doesn’t affect them in any way.

It sounds like you are seeing the Are you sure you want to permanently delete this file? dialog, which always appears when permanently deleting a file. Since remote files bypass the Recycle Bin, deleting them will always generate this dialog.

charleswj81 from http://superuser.com/questions/584759