Hi Antonio,
If a user removes a module from the page (PageLayout.aspx) it is not really deleted and can easily be restored to the page, so this is like our trash can feature making it possible to recover the content if it was removed from the page.
There are only 2 places where a module can be really deleted, one is the ModuleSettings.aspx page and the other is in the Content Manager > Publish/Delete page.
In addition to the "Roles NOT Allowed to edit feature instance settings", there is a setting you can add to user.config to hide the delete button in module settings from users who are not Administrators or Content Administrators:
<add key="HideModuleSettingsDeleteButtonFromNonAdmins" value="true" />
Hope that helps,
Joe