Yes, it's a pain that Lr does not have a delete-after-import feature (which is significantly different than a "move-during-import" feature).
Delete after import would be:
* safe (because imported file integrity and backup could be validated prior to removal from card)
* convenient (since you don't have to remember to format your card after importing).
* eliminate the potential for human error which results in problems when user forgets to format card, or formats it without validating imported images first.
Move during import (i.e. Lr's "Move" import option) is:
* risky (it's possible file is not read from card properly, and if subsequently deleted, you would lose the only good copy of your photo).
(which is why it's not a supported option)
Rob