Ouch, sorry about that. We’ll have a think about how to prevent this. Normally deleting a note using the delete key should trigger a “Are you sure” dialog, I assume you have ticked the “Do not ask again” box in the past?
Regarding undo, this makes it extra painful indeed. Undo is not granular enough and too slow at the moment, we’re not too happy with it ourselves either. We need to make quite a big change to fix it, it’s the next thing we’ll work on after the images and attachment features are out (soon).