I fully agree that this is a worthless feature. It's not as if I'm going to accidentally click the mobile data icon. I suppose the reason for this feature is: for security purposes, but that it illogical. Surely if the user is to be protected against something, it would be against switching mobile data ON accidentally, or switching Wi-Fi ON accidentally.
Switching mobile data on accidentally costs the user lots of money. Switching if off accidentally has no effect on the user or his security except that he'll soon realise that his phone has gone awfully quiet and no-one is sending him messages anymore.
A small extra annoyance is that the pop-up causes the shortcuts pane to close, so you have to re-open it manually after clicking the "yes, yes I really, really meant to tap this icon and I really want to turn of mobile data" button.