Hi,
I think I've found a nasty bug.
If you use "Select in Explorer" (CTRL+ENTER) on an object in a diagram, the object's context menu in the diagram stops working, and (this is a very nasty one) if you use the CANC key on any object in the diagram, the object will be really deleted regardless of the settings in "Preferences/Diagram/Behavior of the 'Del' key in static diagrams."
The only way to get out of the bug is to exit the diagram by clicking on Explorer or on another diagram.