I think you are being a little unkind perhaps - it is a design feature but one which obviously you do not like for a very practical reason. I too have found it annoying having to work backwards through all the sub categories. An alternative to a simple 'Are you sure' scheme might be to allow 'delete category and its sub categories if unpublished'. This also requires a positive user step, but it is I suggest a more meaningful step particularly as some people have their mouse set up to automatically focus on a question..
Perhaps we should put this into the suggestion forum stream.