I am not aware of any special case handling for series folders, and ran a quick search of the change logs in case I had missed something, but failed to find anything relative.
There has been a lot of work in this area over build 16 and 17 so would not be surprised if something did change, intentionally or otherwise, that escaped me.
I'm not sure if it is possible for you to check with a non-series folder of test stuff to see if you receive the prompt there also?
Is there anything 'special' about your series folders? UNC shares or mapped drives, for example?
Is your library local, shared, or served?
Are you OK with registry browsing? If yes, have a look at "HKEY_CURRENT_USER\Software\JRiver\Media Center 17\Properties\Confirm" and find "Remove Empty Folders" in the list on the right. If its value is "1", then that means "Don't ask again" and the "Last Value" indicates the action MC will perform without asking.
If all of that is as it should be, you may have found a bug, though more information is needed in order to confirm this.
-marko