Yeah, the worst you can do in MusicBee is Shift+Delete, which immediately moves selected files to the Recycle Bin. If the files aren't in the Recycle bin, something else was involved.
I feel your pain, though. I'm still recovering from a crash a couple of years ago that wiped out a big portion of my files. MusicBee partially saved me, there, because I could see in my library what I was missing.