What you probably want to do is configure the error handler for your delete action rather than in the event handler. This would require handling all your delete behavior with microflows but should allow you to accomplish what you're describing.
I've included a quick draft of what this might look like below.
Your new delete microflow: https://modelshare.mendix.com/models/5c1be2fa-0712-46b2-8ba7-93f4646e6941/beforedeletecustomerrorhandling1
The before delete event handler: https://modelshare.mendix.com/models/65b5d8cf-bdde-4d92-af17-b463327cf828/bd
This set-up will only trigger the custom error message configured in the before delete, not the standard runtime exception.
Edit: added model shares for clarity.