when you create a "shortcut" to a connection it is handled like a "hardlink".
If you edit the "shortcut" you edit shortcut and original.
If you delete the "shortcut" you delete the shortcut itself, not the original.
Becourse a shortcut doesn't behave like a shortcut it would be good to ask if the user would like to delete the "shortcut" only or every link against this connection.
also a real shortcut that points my selection to the "real" entry would be nice.
I have entered a feature request for that.