An empty cell that should not be empty gets a small triangle that has a comment with the validation message, much like an Excel comment. This is switched on through the allowNulls: false setting.
The empty cell validation in the spreadsheet widget is a little more discreet than what you seem to be looking for because having such popups is likely to cause performance issues and reduce usability. This is the most significant reason why the delete operation is not validated and users are allowed to clear out a cell easily.
If you want to make such cells stand out, you can add a CSS class override to to that: https://dojo.telerik.com/@bratanov/IPIPeLUW/2. It result in the following when you clear out the cell: https://www.screencast.com/t/GPbetxKXp.
I have also added this enhancement request to our backlog and you can monitor its status in the following page: https://github.com/telerik/kendo-ui-core/issues/4648.
You can also employ the approach from the following article to review the cell validation status of the sheet and collect invalid cell info so you can inform the user that they need to take action with some custom UI (e.g., some dialog, notification alert or other approach suitable for your needs). Link: https://docs.telerik.com/kendo-ui/controls/data-management/spreadsheet/how-to/get-flagged-cells.
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