Here’s a short video of me trying to replicate the issue on my testing site: https://cl.ly/372t2U0k1G2J
When I tried the same at the URL you shared, I noticed this confirmation doesn’t get displayed on your site. Also, even before that point, the styling of the datepicker is different (feels misaligned) on your site. I found the .tribe-row-delete-dialog pop-up shows up in the Inspector, but it’s not appearing on-screen.
Please follow our Testing for Conflicts Guide (basically switch to Twenty Seventeen theme and deactivate all plugins and custom code other than Modern Tribe plugins) and see if that helps narrow down the cause of this and the misaligned datepicker.
Please let me know how this goes for you.