Add warning on some CLI commands that orbs cannot be deleted once they are created

[rlegan]

Checklist

=========

• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas
• I have checked for similar issues and haven't found anything relevant.
• This is not a security issue (which should be reported here: https://circleci.com/security/)
• I have read Contribution Guidelines.

Internal Checklist

• I am requesting a review from my own team as well as the owning team
• I have a plan in place for the monitoring of the changes that I am making (this can include new monitors, logs to be aware of, etc...)

Changes

=======

• Put itemized changes here, preferably in imperative mood, i.e. "Add
  functionA to fileB"

Rationale

=========

What was the overarching product goal of this PR as well as any pertinent
history of changes

Considerations

==============

Why you made some of the technical decisions that you made, especially if the
reasoning is not immediately obvious

Screenshots

============

Before

Image or [gif](https://giphy.com/apps/giphycapture)

After

Image or gif where change can be clearly seen

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[JulesFaucherre]

LGTM