In every alert asking you to confirm the intended deletion of an item, change the default action to be "Yes, delete" instead of "No".
In the favorites - when deleting a fav. or a fav-group, there is still the "old" pattern with the "cancel" button hovered / as default.

Note, that it is NOT configured like in many other dialogs but done by code.
See FavoritesEntry and FavoritesGroup.