Empty trash with open files, MacOs Sierra I'm watching a movie in VLC and, while the movie is playing, I can move it to the trash and empty it. 

At no point MacOs tries to warning me about anything. The movie continues to play, even after I emptied the trash. But if I pause it, the sound goes missing.

Same goes for any other file...

Does this happens to anyone else? Is this the expected behavior?
VLC maintains its own cache of media that it is playing. This means if the original media is temporarily unavailable, such as on a network drive over a poor network connection, the file can continue playing for a while until the network connection is re-established. This also means VLC isn't accessing the actual file, meaning VLC can play partially downloaded media, but also means you can delete the file without Finder complaining that the file is in use.