The design makes sure that there should not be accidental hero loss, due to confirmation messages and the favourite hero button.
In the future, please make sure to have all your valuable heroes saved as favourite. You can save a favourite hero by:
1. Selecting Heroes
2. Selecting the Hero you want to mark as favourite and
3. Tapping the Favourite button on the top left hand corner of the screen.
By following these steps, you can be sure not lose any favourite heroes in the future.