Well, that is the IPS configuration here allowing to mass delete. But the software itself has an option to prevent deleting files from "My Attachment" page:
ACP > Members > Groups > Edit selected group > Content tab > Can delete attachments?
"Attachments are automatically deleted if the content they are attached to is deleted or the attachment is removed from them.
When this option is enabled, users in this group will be able to delete attachments from the My Attachments page. When they do so, anywhere the attachment was used will then contain a broken image or link."