Ahh. Now delete the songs from outside of iTunes. Then try it. It’ll show no such warning.
When deleting files on a computer to free up space, one normally wouldn’t tend to go into each specific program alloted to the files to do so.
An explorer-type program is used usually, and using this is when those wonderful warnings don’t show up.
If the iPod’s interface had been a simple drag-and-drop, this process wouldn’t be necessary. Nor would the redundancy of storing the same files once in the computer’s drive and also in the iPod. When song archives go 40GB to 60GB, this is a real PITA to waste such large amounts of space. Especially on a laptop.
Here's another hint, on the screen that comes up automatically when you plug in an iPod:

I back up my songs on a extra backup drive. I’ve had one of the kids lose her songs when an iPod went nuts. She didn’t back up the music and she lost all 50 songs. I would have gone nuts with the loss of about 3800 songs. So I back them up on CD’s and on backup hard drive..
There's another example of how we learned the hard way to do what should be done automatically. You shouldn't have to care that your song is a file on your system. You should just know the song, and delete it through the application you use to manage your songs.
Nor would the redundancy of storing the same files once in the computers drive and also in the iPod.
One, this way you don't lose your songs when you destroy or lose your iPod. Two, the smaller iPods can't handle most song libraries. Three, synch times would be much longer if songs removed from the iPod had to be copied back to the computer, unless you're actually wanting to delete your music. And then it would be confusing -- did I want to just take the song off the iPod and put it back on my computer to make room on the iPod, or did I really want to delete the song forever?
Besides, iTunes isn't meant to just manage your iPod. You can listen to songs on the computer or stream them to other computers in your house.
Do you own an iPod?
I keep ZERO music files on my computer; that’s what the Pod is for. I set iTunes for “manual updating” and manage the iPod just as you say: “drag and drop.” I’ve never lost anything.