Some Linux distributions have recycle bins, but Linux in general has no such thing. Android certainly doesn't. If it did, you would never regain space after removing files, as they would basically just be moved rather than deleted. Since you have limited space on a phone, it's slightly more important that you get your space back, anyway. Since it's on the sdcard, though, there are recovery programs that could work, as you saw. They aren't always reliable, though, and the more you write to the card, the less likely you are to get anything back. When a file is deleted, it technically isn't gone, as it would take a long time to delete files if they were fully wiped. It's basically just the reference to the file that is removed. As you write files to the card, it overwrites what was there before. Once that happens, you can't get it back, ever.
In any case, if you're worried about this sort of thing, you can look into setting up something that will sync directories on your phone with either your computer or the cloud. There are a few solutions out there.
Oh, and before anyone even bothers to bring it up, if you've seen a directory named lost+found, that is not a recycle bin
EDIT: oh, and yeah, I'm sure there are a few apps like that that have a built-in recycle bin, but since the system doesn't support it, the app would have to do it, and if that is the case, the app's function for deleting files would have to know to actually move them rather then delete them. So obviously it will only work inside the app.