First off, welcome to the forums!!!
glad to see you here, and to hear your views.
i think the only way to do this is to forcably close reaper, and i would say its the fault of two things:
1. the vsti developer
2. the user (in your case, no offense intended, for deleting the audio files and not uninstalling the program or changing the directory properly).
I dont think this is a fault of REAPER or something that could be fixed. But then again im not the developer so i dont know