Let's do a little thought experiment
Suppose I make your change
"All files (not just ebooks) from your hard disk will be permanently deleted from the folder ..."
I will be having this same conversion with a newer version of you a few months down the road. He will come in here, and tell me: "But I though that from the hard disk meant calibre's copy on the harddisk, you better change that message to read "all files (not just ebooks) on your hard disk, not just those that belong to calibre"
And then I will make that change, then a few months later someone else will turn up:
"But that message was too long, I just ignored it, better shorten it to All files (not just ebooks) will be permanently deleted"
And we're back to square one.
The point I am making is that there is no message that will be universally comprehended. If you make one change it becomes clearer to some people and less clear to others. If you add more words, it becomes more effort to read and understand, which means more people will just ignore it.
And finally, perhaps you missed this in one of itmpi's post, but newer versions of calibre do not allow you to use a folder that already has files in ti as your library. So you cannot set your library to My Documents anymore.