To reproduce this bug:

1) Create a new animator controller
2) Create a new layer
3) Create a new state in the layer
3) Make a transition from Any State to the New State
4) Select the default layer and then select the new layer again, then click on the transition WITHOUT clicking into the node editor first.
5) Press delete button and it will delete the new layer instead of just the transition

Here's a link to a short video demonstrating the steps:
http://screencast.com/t/waOeRegI3