Agree, thats always the risk, but its the same risk as incorrectly clicking "don't save" on the normal close popup.
The difference is the infobar provides the notification first, and then the _modal_ dialog confirms the action after. I could imagine a case where someone is going really quick and presses whichever keybinding/mnemonic activates the "delete this buffer" button in the infobar accidentally. Or perhaps they're in another window in front of Geany, managing the files, and temporarily moving/deleting the file knowing it's safely open in Geany, and then they go to click the Geany window to activate it and accidentally click the "delete this buffer" infobar button and lose the document. Just a couple examples, albeit far-fetched, off the top of my head.