SHIFT+DEL Does Not Bypass the Recycle Bin

Even though you are holding down the shift key when you delete a file, the file is moved to the Recycle Bin.

This behavior occurs if the NUM LOCK key is activated and you press the DEL key in the numeric keypad while holding down the SHIFT key.

Turn off the NUM LOCK key, or use the DEL key that is not in the numeric keypad.