Shift+Del does opposite of what Del does. So if you do not have deleting to remote recycle bin configured, Del deletes files, while Shift+Del moves them to remote recycle bin (what is /tmp by default).

After selecting a file and pressing Shit+Del on remote directory, it will display the message "to move file to recycle bin". However, Shift+Del should display the message "to delete file". This is happening correctly for local directories. Using just Del should display the "recycle bin" message.
Anyway, deleting files on remote servers usually don't send them to the trashcan; therefore, 'Del' and 'Shift+Del' could display the "delete file" message.