Selecting delete when in modal version of entity form should display confirmation inside modal.

I have a custom module which presents links to edit a custom entity. I added the modal attributes to these links to get the forms to open in modals. This all works great. However, I also have the option to DELETE the entity from the entity edit form. Does it not make sense that the confirm delete form opens inside the same modal as the edit form was in? Currently it redirects away from my custom page (with the open modal) to an entity delete confirmation form page.