To reproduce... as an admin user or Manager
1. Add some block
2. Edit the block and in the "Where this block appears" section set "Page contexts" to "Display throughout the entire site"
....imagine some passage of time in which you forgot you set it up this way...
3. Go into any course you like.
4. Decide you don't like the block and delete it.
5. It's deleted from the entire site
My point is that there is absolutely no indication or warning that you are about to delete the block site-wide. It looks just the same as a block that was in the course only. If blocks are deleted from places other than the context where you click the delete button a warning should be given