When deleting a disk with az disk delete, there is no prompt that you wish to continue. When deleting a resource group with az group delete, you are prompted or can pass --yes to continue without a prompt.
Deleting an NSG rule with az nsg rule delete also doesn't prompt for confirmation, though deleting a disk is potentially a more destructive process. There are likely other similar examples.
I'd recommend that at the least, a confirmation is added to az disk delete, and ideally some amount of consistency across potentially destructive commands that delete resources.