Yes it is a bug and is related error message bug category.For this type of bug mentioned in the question,some part of error message is missing.Delete button functionality is to delete an item from the application.Here the expected result should be "Are you sure you want delete",but actual result is "Are you sure".A user can understand easily, what the error message is asking and will definetly click on ok,if he wants to delete or click cancel if he was not sure.Here severity is low or very low,means it is not affecting the application behaviour though it is a defect or bug.If it is "Are You" than the bug severity increases to high and priority also becomes high.

Offcourse this is a bug. Because as per user prespective it would be difficult to understand about the message "Are you sure" because it does not describe sure for what thing. Message Functionality is correct that why sevirity is not high but priority is high.

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