XF does not have an "undeletable" option for the config file.
I personally don't see a need for such an option. If your admin login is compromised such that an attacker can delete users in the Admin CP then you are already screwed. Protecting one account from deletion is too little too late. It's time to restore a backup.
I was more interested in the unalterable aspect of that command, and it does have some value, especially in the case of multiple admins / other special situations that don't necessarily have to do with just admin accts. But thanks.