qBittorrent official forums

My suggestion is to have two delete buttons,

1st one would be standard remove button and
2nd one would be remove + delete data.

Both buttons/commands should be available on the toolbar.

PS: Suggestion posted on github as Wishlist

It would be visually confusing, probably.
You can always use SHIFT+DEL though.

Not really.

I just found out that android app Qbittorrent controller has exactly that and I find it very useful.

Just have two different icons or perhaps customizable toolbar so you can add it.