Yes, you can.
If I am not mistaken when you create the alert, there is an event called "VM removed".
Just create an alarm that triggers that event.
Am I viewing the wrong data from the screenshots below.
The same triggers appear in our ESXi 6.5 environment and the VM deleted or VM removed options doesn't appear.
Monitor for specific conditions or state, for example, CPU usage, power state
Monitor for specific events occurring object, for example, VM powered On.
I also checked in the vSphere Web Client and it doesn't appear.
I remember that existed before but maybe it was deleted in newer releases.
I tested another called 'VM disconnected' but it doesn't trigger when you Delete the VM from Disk.
I will check it later in my lab.
Have you try using VMware vRealize Log Insights? If not try deploy that, it will sure helps you to generate alerts and pinpoints who actually initiate that event.