Is there a method to (a) disable that option, or (b) move it down in the list, (c) put an [Are you sure?] to confirm the Add?
Admittedly this is a user training issue, but I have users who, when saving a transaction, aim for the [Save] button but hit the [File] menu option and lift up on [Add to Shortcuts] (one user has 86 of them).
Thanks,