Welcome to the forum
Cynyster,
I'm sure other team members can add to this, but I'll just touch on your point.
The account list, which is the list of accounts in the left pane of the POP Peeper main window as you know can only apply to accounts and not messages. So the right-click on an account in that list would not by definition have anything to do with deleting messages but rather the "Delete" right-click option has only to do with deleting accounts. Also you should get a YES/NO confirmation to avoid mistakes like you describe. Most of the normal daily interactions with POP Peeper will involve the larger message pane as opposed to generally very minimal need to use the accounts pane to the left, so a good rule-of-thumb would be to generally focus attention on messages in the larger POP Peeper pane.
By the way there is a "Remove messages from the list..." in the account list (left pane) which again applies to that specific account and does not delete messages off of the server but rather "removes" all of the messages from POP Peeper for that account and of course these messages will repopulate POP Peeper on the next Mail Check assuming they still reside on the server. (keep in mind there is also an equivalent "Remove from list" for a message selected in the message list window).
Of course there are numerous ways to delete messages; 1) Right-click on a message or group of messages, 2) Click on the "Delete" button after selecting a message or group of messages, 3) Open the message and delete the message using the "Delete" button from that window, are three different ways. And you might note I referenced "group of messages", which you can do by selecting numerous messages by holding down either the "CTRL" key to select a group of non-contiguous messages or you can hold down the "Shift" key to select a group of contiguous messages and then go ahead and delete that selected group of messages all at once (which can be convenient). It's important to keep in mind that we are only talking in terms of the larger window were the messages are listed in the POP Peeper interface.
So perhaps a habit of
deleting messages using the "Delete Message(s)" button would be a way to avoid the mistake you have mentioned.
This all said however, I can't say for sure, perhaps
Jeff (POP Peeper developer) might consider making the right-click in the left pane for an Account Delete say "Delete
Account" as opposed to "Delete" even though the fact of the matter is that the left pane can
only apply to accounts (which is probably why the "Account" part would understandably seem superfluous

).
Hope this helps clarify for you.

Good judgment comes from experience and a lot of that comes from bad judgment. - Will Rogers