Hi there,

The core WooCommerce does not ask for the confirmation before logging out (from both wp-admin and my-account page). It seems like there’s some other plugin or the theme that is causing this to happen. Try switching to the Twenty Seventeen theme – https://wordpress.org/themes/twentyseventeen/, and see if the issue remains. If so, try disabling all of your plugins except WooCommerce. Then try testing again to see if the issue persists. If that resolves your issue, enable each plugin one by one while continuing to test until you find the plugin that causes the issue.

If you don’t want to do this on your live site, you can clone your site to a staging environment, where you can test without affecting your users.

If your host doesn’t provide staging facilities, a simple way to do it is using the free WP Staging plugin:
https://wordpress.org/plugins/wp-staging/

Let us know if you still need help after this process.