The default guest group is critical and shouldn't be removed without
either TShock doing something like automatically recreating it if it
doesn't exist, or not having a huge problem if it doesn't exist.
I chose to take the easiest path, preventing users from removing it. In
theory the message gives enough context to imply "okay, go change the
group now."
This should be a relatively small edge case but I wanted to resolve it
while I was here.