Looks like ugly coders for some reason decided to always answer yes to this question from the console. :^/
I'm not really ugly, am I? You should have seen me in college when I was too cheap to get a haircut...
So: bitcoind doesn't ask for confirmation before sending fees with a transaction because it is was much easier to implement that way, and for most uses of bitcoind paying an occasional transaction fee isn't a problem.
If you'd like to help fix it, patches are welcome. I think a new setting that says "don't pay more than N bitcoins for any transaction without asking me" and a new argument to the send routines to say either "I'm willing to pay up to X bitcoins for this transaction" or "I want to pay X bitcoins in transaction fees with this transaction" is a good idea.