Space Madness-- Leads to Delete Data?

So I was playing last night and had a Sim fly to explore space in a rocket, and I come across this random mission, which started out normal like this:

Space Madness?!
(Can't remember exact description as I forgot to take screenshots, but after reading it gave me the options:)
Turn Fan Higher - Feeling Good!
Swap CO2 Scrubber

So I picked the CO2 Scrubber choice just to see where it leads, and in a short moment I get another pop-up choice:

(Again,couldn't remember description as I forgot to take a screenshot, but here are choices I'm trying to remember by memory:)
Clean Rocket (Okay I don't remember the exact name of this choice, but bear with me on this)
Delete Data

I picked "Delete Data" to see where that leads; and shortly I came across THIS description with another set of choices:

"Are you sure you want to Delete yo-- HIS data from the spaceship computer?!' (Or something like that, again I forgot to take screenshots)

There was a second choice of that box which said "Delete Data", but at this point I kinda felt a little gut feeling that if I clicked that my game would automatically (LITERALLY) shut off and go back to my Origin account where your game is; but I also feel that if you go to your Program files or even get back into the game for that matter, ALL your save files-- or ONE of them at the least, will not be seen on your load game file, and that's what scared me the most!
So I clicked the opposite choice which lead me to a different scenario of the space mission, but that Delete Data choice just kinda gave off a bad vibe for me and I didn't want to risk it; I already put too much effort in playing my 1 of 5 save files I currently have already!

So, has anyone else ever experienced this path of the Space Madness mission when you send your Sim into his/her/its rocket ship exploration?