error deleting empty project

I consolodated the photo's from many projects into one project.

No Photo's have actually been deleted. I just moved select items to a single Project called "Favorite"

Menu 'File' 'New Project'

New Project name [Favorite]

[x] move selected files to new project.

Select [Ok]

When I delete the empty Project folders, the pictures in the project "Favorite" are deleted?

Why?

I get this error message:

Are you sure you want to move the selection to the trash?

Some versions based on these original files are included in albums outside of the selection.

These versions will be removed from all Albums, Books, Light Tables, Web Pages, Web Journals,

Slideshows, Flickr Albums, SmugMug Galleries, and Facebook Albums.