Instead, say

  rm -rf $DIR

That is, skip the trailing slash. Then if $DIR is not set, it becomes an invalid command, because no file names were supplied.

Better to make the requirement explicit, instead of relying on the argument-parsing details of rm or some other command:

    # Default message
    $ rm -rf "${DIR:?}"
    bash: DIR: parameter null or not set

    # Custom message
    $ rm -rf "${DIR:?It is not set OMG}"
    bash: DIR: It is not set OMG

This was a very famous Steam bug