Because it trusts you to know what you're doing. Normally, Unix and Linux commands only tell you if something went wrong, and will stay quiet otherwise. This makes the commands so easy to use in scripts or when chained together – you will have to tell them that you want a specific output.
So, if there had been a problem removing a file, you would have received an error.
Getting a confirmation dialog:
If you want a confirmation dialog before removing a file, use
rm -i or
rm -I (the latter is available on GNU/Linux, and not on OS X or any BSD-derived systems):
-i prompt before every removal
-I prompt once before removing more than three files, or when removing recursively. Less intrusive than -i, while still giv‐
ing protection against most mistakes
Knowing what was removed:
If you just want to see which file was removed, use
rm -v (v for "verbose", a flag present in many command-line tools). You can also alias your
rm to use
rm -v instead by adding the following line to your
~/.bashrc file (see here on how to do that).
alias rm='rm -v'
The alias will "replace" the built-in command with the one on the right hand of the expression.
A word of caution:
Note that aliasing built-in commands is often considered bad practice. Why? If you find yourself getting used to getting confirmation dialogs, and suddenly you are on another system, type
rm /some/important/file, you'll end up removing a file you didn't want to, and it'll be gone. Forever.
I'd suggest you learn to live with the defaults unless you absolutely feel confident around the Linux shell.
Also, always read
man rm – or generally the manpages of commands you want to use. They often provide additional information about common mistakes, further flags, and other caveats.